There are many types of primary sources that illustrate the history of racism and immigration in Canada. Here are a few examples:
Legislation: An Act to Restrict and Regulate Chinese Immigration to Canada (a.k.a. Chinese Immigration Act)
Government debates (also known as Hansard): Standing Committee on Immigration and Labour (Senate Committees,12th Parliament, 3rd Session)
Organizational records, publications or propaganda: Constitution of the Invisible Empire Knights of the Ku Klux Klan
News article: Riel's Funeral (Globe and Mail, Dec. 14, 1885)
Skimming journal articles and book chapters with a careful eye for mentions of primary sources can provide you with useful leads:
Canadiana Online: Includes early government documents/legislation, some early newspapers, religious tracts and special interest group publications of various kinds. Best for topics up to the early 20th century.
Historical newspapers: Newspapers are an accessible form of primary source for those new to this type of research. MRU provides access to numerous papers, including some dating back to the mid-19th century (Toronto Star, Globe and Mail) and earlier.
Historical Debates of the Parliament of Canada (Hansard): Includes all verbatim accounts of all debates of the Canadian Senate and the House of Commons from the first session in 1867 to 1994 (House of Commons) and 1996 (Senate).
Peel's Prairie Provinces: Documents the settlement and development of the Canadian West, with a focus on Alberta, and dating back to the earliest days of exploration in the region. A good source of political and special interest related tracts and pamphlets (e.g. social reform and temperance organizations).
University of Calgary Digital Collections - Includes useful sources on the history of Alberta, including early newspapers, legal history and a local history book collection. For best results, limit your search to only the most relevant collections for your topic.
Slavery and Anti-Slavery: A Transnational Archive: Books, pamphlets, newspapers, magazines and manuscripts relating to slavery and abolition.