A bibliography is a list of documents, usually published documents like books and articles. This type of bibliography is more accurately called "enumerative bibliography". An enumerative bibliography will attempt to be as comprehensive as possible, within whatever parameters established by the bibliographer.
Bibliographies will list both secondary and primary sources. They are perhaps most valuable to historians for identifying primary sources. (They are still useful for finding secondary sources, but increasingly historians rely on electronic resources, like article databases, to locate secondary sources.)
Think of a bibliography as a guide to the source base for a specific field of inquiry. A high quality bibliography will help you understand what kinds of sources are available, but also what kinds of sources are not available (either because they were never preserved, or because they were never created in the first place).