Any advanced course should contain a reasonable list of pointers to the relevant literature. But I can't conceive of a well run course that requires students to search the literature extensively. This is a course in mathematics, not one in library science. Understanding the lectures, and doing the assigned exercises should require that you go a little, but just a little, beyond what you understood before. So chances are that if you are searching the literature you are just lost.Keep in mind that there are other sources of help. There may be a textbook, tutoring, teaching assistants, and don't forget your instructor! Your teacher should be accessible, and most of us teach because we like to and because we enjoy the interaction with the students.
I find that most students are hesitant to approach me, I think because they believe they'd waste my time, or they are embarrassed because their problem seems so simple. But you shouldn't hesitate! I'm paid to help students, and chances are that I've heard even simpler questions in the context of your problem. It's also a matter of efficiency, often a one minute clarification of a key stumbling block can save you hours of time otherwise wasted in frustration.
Fine print, your comments, more links, Peter Alfeld, PA1UM