Try the web, although you may want to pre-search this yourself, since seemingly innocent search titles can lead you to some weird places. Next, schedule a field trip to the library. Introduce your child to the reference librarian. Try to choose a time when they're not busy, and consider calling for an appointment. Even if you know how to do a library search, your children need to learn to feel comfortable asking for help.
Most librarians are more than happy to introduce children to research techniques.
Order books if you need to and check out a few to get started. A first report for a second grader doesn't need more than five good sources, although the number should increase as they become more experienced. If you can't find five good sources, choose a new topic. Start by creating bibliography cards for each source you found. Make it match the way your bibliography will look.