The Beaton Institute hosts print and online archival resources relating to Celtic culture. Try searching the Celtic music collections.
Finding music and video is easy using Novanet. Type in the search box (below) a key term, such as the geographic location or language you're looking for (e.g. 'africa' or 'gaelic'). Click 'Search'.
After getting your results, under 'Resource Type' in the left hand filter, click 'Audio Visual' (or specify one of the sub-categories, such as 'CD' and 'DVD'). You can also narrow down your search by clicking Cape Breton University CD Collection or Cape Breton University Audiovisual Collection under 'Location'.
Celtic Colours Festival donated a collection of press kits (they typically contain a CD and some written promotional material) to Cape Breton University. The Beaton Institute houses all of the written material from the press kits, and that material is accessible to students. The CBU library houses the CDs, and these can be taken out.
The excel sheet below lists the band name and whether or not an accompanying CD is available from the library.
The call numbers for the CDs can be found in the library catalog by searching for the band name; you'll need that call number to give to staff at the circulation desk, who will then retrieve the disc for you.