Numerous printed primary sources can be found in HOLLIS by searching Subject keyword, e.g., Egypt and limiting to your period of interest, but note that documents on your period may be published much later. You can focus your search by adding additional Subject terms, e.g., Colonization, Commerce, or additional Genre terms, e.g., Sources, Archives, Correspondence. Note the terms occurring under Subject on pertinent HOLLIS records and search on those, or in HOLLIS+ do a Browse HOLLIS by... browse on Algeria. It is better to look through a large set of HOLLIS records for the good ones than to do a too specific search and exclude pertinent records unseen. For more on HOLLIS searching.
For statistical and other information on the colonies a key resource is the House of Commons Parliamentary Papers which contains numerous reports submitted by the Colonial Office, Foreign Office and other agencies to Parliament. These can be searched in the online version. Also, the annual Colonial Office List contains an index of these reports (usually called Command Papers) arranged by colony. It is often best to search House of Commons Parliamentary Papers on the Advanced page, putting your colony in the Subject box and your keyword in the Keyword box.
Note the distinction between Government Documents which were published for public distribution, and Government Archives which were created by and for government officials and have been sometimes later reproduced via microfilm or digitally for public distribution.
Many originally printed or manuscript primary sources have been microfilmed and are available in the Government Documents/Microforms Collection in the Lamont Library Level B, which holds most of Harvard's microforms other than newspapers. If you find an archival/manuscript source in one of the guides to material in Britain listed on the Guides to Archives/Manuscripts page or the Guides and Bibliographies boxes of the geographical pages, check in HOLLIS and WorldCat to see if a microfilm is available. If in WorldCat, via Interlibrary Loan. The collection numbers are often useful for searching. "CO 96" yields
Great Britain. Colonial Office. [Original correspondence. Gold Coast, 1928] [London] : National Archives,. 1928. 1 v.
Other Research Guides
African and British newspapers: Guide to Newspapers and Newspaper Indexes
African periodicals: Finding Periodical Articles and Book Reviews on Africa
British periodicals: Finding Articles in General and Popular Periodicals (North America and Western Europe)