A primary source is either a poem, novel, or piece of literature written by a person from the specific period you're researching--in this case, a modernist writer, poet, critic, etc. It can be a physical book, an e-book, or in some cases a scanned copy of the text from the archives.
UVic Libraries holds a vast number of archival and other primary sources relating to Modernist writers.
Some Online Resources
Ask us