The Slideshow contains a basic introduction to doing research - and some issues that you need to think about before starting.
Talk with your supervisor if you are still unsure as to what kind of research your project will involve.
Your research will start with choosing your resources. There is advice on this here:
This video shows a useful way to think about research - you might want to see if you can put each stage into practice.
However, an important part of your HPQ is deciding upon your own research plan - visit the Assessment page (especially the AO2 & AO3 sections) to see how your project will be marked - this will give you some ideas about what the examiners are looking for.
During your project, you will reflect on how successful your research has been - do not be afraid to switch research tactics half way through if you find that your original research plan has not worked out.