1. Using the Internet. Ever since I discovered the internet it has been a wonderful source of research material for me. What could be easier than typing on the keyboard and suddenly whole new worlds open up. We can go back in time, we can look at pictures of far away places, we can look up any subject we might desire. But go beyond generic places like wikkipedia or google or bing. If you're going to research the Gold Rush in California, look up state locations that list maps or find pictures from the time. Look for thesis material or other research that others have done that you might be able to use to learn more about the time and the setting.
2. Don't ignore the library. I always enjoy spending time in libraries and just like with the internet the material might all be there in front of you but again, go beyond the main, obvious research tools. Look for texts or books that might be different than what you would find in other locations. Probably the best thing about going to the library is the presence of the librarian. Ask questions. These people always seem to know where you can find anything and everything.
3. Research the location from a distance with whatever is available. Yes, I know we can't necessarily take a trip to Tibet, but look for other small ways to research the location in your own location. Check out communities to see if there is place you might visit that would give you a feel for a place or its people. We're talking restaurants or stores watch for a museum show that might give you what you need to learn. Ask around for people who might know someone who is an expert or from that country.
These are just a few local places you can learn to do research without going too far from home. We'll look at more ways to conduct research in the future, but this should get your story started.