Whenever I try to find out a little bit more detailed info about any historical event, especially in the period 400-1800 AD, it's very very difficult to even find out which are our primary sources. For example: I would like to have a website that when I type "VOC, 1550", tells me which Trade Registers, from each year, we get our information from. Are you aware of anything like this or am I bound to secondary stories from historians' books?
You are not entirely bound on secondary sources, but they can help you find what you need. Because figures given there are (properly) based on a (or multiple) primary sources. The thing is most of them are in archives (or in museums), and not always digitally accessible. It also depends on what kind of primary source you are looking for. In the case of VOC you could use this link.
How did I found this? Well the Verenigde Oost-Indische Compagnie is Dutch. I found a Dutch website that tells a lot about the company, but also indicates website you could visit for further research or books to read on the topic.
Then something else. Primary sources are (most of the time) those from the time itself. There is a possibility that it is not written in English, but in the language of the country at that specific moment in time. This could also be an early version of Dutch, English et cetera. When searching keep in mind that a source can be in a language you don't speak, and maybe is to be found in that language.
I hope my answer will not be taken down, since referencing to academic literature on search skills, is in mine opinion beyond the scope of the question asked. I'm a history student at the Erasmus University in Rotterdam (The Netherlands).
Hm, books that are published with a non-academic readership in mind would all-too-often just edit out the detailed reference data, but the really academic publications should contain references to their primary sources in footnotes.
A professional historian, at least in his/her field of study, should have a more or less good idea about which sources exist, which are available in print editions, which only as original documents in archives all over the place, which of these are recorded in full-text searchable databases, which of these databases are open-access, which of these actually provide the source scanned in digitally (and, if closed access, for how much) and so on...
Nothing of this is arcane knowledge that hobbyists cannot find out using the exact same means, but there's no single resource which just serves you all of this information on a silver platter.
If you're lucky, there's an essay, book, or a website which collected such information on a specific area of study though.
But yeah, as mentioned already, with primary sources you also need the skills to read them. Especially if they haven't been edited (cue to old languages in handwriting).
I refer you to the answers in When writing a historical book, where do historians find their sources?, including those by /u/alriclofgar, /u/CoueurDeLionne, and /u/restricteddata. I have provided other links in that thread that will be of interest to you. More links are below.