Which kinds of evidence can historians use to interpret events from the past?

The most useful is documentary evidence. Things people have written. Old newspapers, personal accounts, even things like letters, bank records, govt. records, etc. For fairly recent history there are photographs and even films and videos. 

But even writing only goes back about 6000 years. Before that there is archaeological evidence. From studying the debris of ancient civilizations historians can determine what their buildings looked like, what they ate, who they traded with, what they thought was 

He gathered information from primary sources.