Primary research is also called empirical research.
Empirical research is done first-hand in a lab or field setting by the researcher to test a theory.
Secondary research involves researching what other researchers in the same area have done. Secondary research often leads to primary research. Published articles often lead to further questions and further testing. Tertiary research is really the same as secondary research since scholarly works always cite previously published articles which site previously published articles. Rarely does one do only primary or secondary research alone.