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Peer review is a process by which scholarly publications try to ensure "quality control," that what they publish is accurate and meets the standards of research and writing in their field.
When a scholar submits a book to a university press, or an article to a scholarly journal, the editor will send it out to two (usually) reputable scholars in the author's field to evaluate whether it meets the standards of historical research and whether it contributes anything new to the field. These are the peer-reviewers--because they are considered the author's peers (or equals) in the field--and if they approve of the manuscript, the published work will be considered "peer-reviewed."
We recommend that the articles you find be peer-reviewed, and therefore check the peer-review box when you do your article research. University press books are normally considered to be peer-reviewed.
Many students may find useful this definition of primary sources: "Primary sources are those with a direct link, in time and place, to the person, event, situation, or culture under study."
For example, a newspaper article on the outbreak of World War II in 1939 would be a primary source; a newspaper article reflecting on the outbreak of that war in 2014 would be considered a secondary source. A primary source, such Abraham Lincoln's "Emancipation Proclamation," issued January 1, 1863, is a primary source, but it is also a primary source when republished in 1963.