Freda,

The original letters (those received by Wellington) and contemporary copies (of those he sent) are held by the Special Collections of the Hartley Library of the University of Southampton. Some have been transcribed and included in a very detailed online calendar (link below) but these do not cover most of the Peninsular War. I spent a number of months working through the original letters years ago, and most of the deletions and omissions were designed to protect the reputation of officers still alive at the time of publication.

I don't know if there is a guide to the unpublished papers - possibly there might be one on the Peninsular War 200 website. Otherwise the bibliography in modern scholarly books should give you some help. For example, if you are interested in Wellington's relations with the British government during the Peninsular War, have a look at the bibliography (and bibliographical essay discussing all the sources) in my study Britain and the Defeat of Napoleon. If you are more interested in the Spanish side of the war, look at the work of Charles Esdaile.

Hope this helps,

Rory