Working papers (also known as discussion papers) are pre-publication research papers which tend to be made available by the author’s employer, e.g. universities and research organisations. They are usually written at a relatively early stage of research and are often published formally as journal articles when the research is complete.
The Hartley Library only collects working papers published by the University of Southampton, including the Discussion Papers in Economics and Econometrics which are shelved on level 1 at 'Reports H'.
Most working paper series are freely available on the Internet, so you could begin your search for full-text on Google.
If you can't find the paper you need, you may be able to borrow a copy via Inter-Library Loan.
Econlit includes references to working papers from a number of research organisations. NBER Working Papers contains the full-text of the National Bureau of Economic Research's working papers - these are not freely available online.
Many universities and research organisations make their working papers freely available on their websites. If you are aware of a University department, research centre or think tank that is doing research in your topic area, try their website. Many websites list working papers under 'Publications'.