How would one find the illustrations and documents from the New World about the interaction between the Europeans and Native Americans?

Because of the expense and difficulty of reproducing
archival documents, photographs and illustrations, the materials you seek are not easily
available on the Internet.  Instead, you will need to go to actual Native American
Archives such as are found in major libraries, especially at universities.  The best
archive would be available at the Smithsonian
Institution.

There are many books on the subject of the
interaction between Native Americans and Europeans, some of which are well illustrated
with photographs and drawings.

Listed in the references are
a general discussion of Native American life in North America, and two books that
contain materials such as you requested.  The books are available at a reasonable price
as shown.

The first reference is a High School-level course
on Early Encounters Between Native Americans and Europeans.  This gives excellent
historical information but lacks the illustrations you
seek.

The second is a book entitled “The Native Americans: 
The Indigenous People of North America". It provides an in-depth
visual survey of Native American Life, including the impact
of the Europeans.

The third reference is a book entitled,
“The Native Americans:  An Illustrated History”.  It is a lavishly illustrated work with
photographs and Native American drawings.  It covers Native Americans since man set foot
on earth at the time of the ice age.