Look for the Annual Report to Shareholders on the company web site. It's often behind a link called Investor Relations or just Investors. The Annual Report will provide basic financial figures and discussions of recent developments/possible future directions of the company. If you have difficulty finding an annual report, don't hesitate to ask a librarian!
Unlike public companies, private companies aren't required to disclose financials and other info--so it can be difficult to find detailed information on private companies. It's even more difficult if it's a small private company.
Beware: It is difficult to find high quality information on private companies. Even though the sources listed here are "better than average quality," sales figures and other private company info are often wrong even in these sources.