Before you start searching for information on a company, you need to determine if the company is Public or Private. Typically, there is much more information, including financial information, available on public companies. So, if you are given a list of companies to choose for a research project, my advice is to always choose a public company.
Annual reports (10-Ks), quarterly reports (10-Qs), and other securities filings for public companies are usually posted on a company's web site in an area labeled Investor Relations. For a good example, see Apple's Investor Relations site. However, companies usually only archive the most recent few years of their reports. If you require access to older reports or financial statement data, you should consult one of the following sources: