If you need to do some research and look at documents - you might want to find very old newspaper articles or use some family records that are not online - you can see if your local archive or record office has the information you need. An archive is where historical documents of lots of different types are stored, and each region has its own archive full of local history. Archives Wales is the website that connects you to all the Welsh archives, and gives you details of projects happening around Wales that might be useful to you.
Clicking on the "Using Archives" tab on the homepage gives you lots of advice on how to use archives, and advice for teachers as well as for students. Archives are a very important resource, and when you find yours, you can email them with your questions.
Be polite in emails: always start with "Dear...." (just put the name of the archives if you don't know who will be reading the email!) and introduce yourself (just your name, your school and that you are a Welsh Bacc student). Explain what your project is, and then ask them any questions you have: do they have any information on your topic? What kind of information, and how can you access it? What are the archive's opening times, and what are the rules of the archives if you do visit? Do you need to bring ID with you? Do you need to pay for a Reader's Card (like a library card)?