Most History journals (in print form) can be found in the range C-F on Level 2 West. (Welsh History journals are on Level 1 West.) You may find material of interest to historians at the South Wales Miners' Library where the Coalfield Collection and books relating to Welsh and local industrial history are housed. You may also find some items of interest (e.g. books relating to economic history) at the Bay Library. To borrow items from other libraries, just ask at the library desk in the library you are using. You can also place a request via iFind (they will be available for you to pick up the day after you have requested an item on week days).
You can try this online exercise to sharpen your search skills and get you looking for journal articles.