Starting with a search of the main search box on the library's home page is usually more effective than searching individual databases one-by-one. The following databases, however, offer some useful extra content that make them work exploring separately.
This tutorial introduces a few advanced search techniques that may come in handy when searching in online databases--Boolean searching (using AND, OR, NOT), phrase searching, and truncation. It was created by Kate Cushon for the Archer Library at Canada's University of Regina and is used here with permission granted under a Creative Commons attribution license.
(If you're really pressed for time, start at 0:48 and watch until 4:25. Those are the best, most broadly relevant parts.)
Good researchers typically want to review a broad range of the existing scholarship on their topics. The process of examining relevant, previously-published materials is often referred to as conducting a "Review of the Literature" and many scholarly articles even feature a section called "Literature Review."
When you've found one article directly relevant to your research, the library's search engine makes it easier to find more like it. When you click on the title of an article that appears in your search results, you'll typically see a list of data about that article including publication information, an abstract, and often, a list of keywords, subjects, subject terms, or "descriptors" that can be used to begin a new, more focused search.
The terms used may vary, but most scholarly journal articles you find through the library's search engine will include a list of terms like those depicted above.