Pride and preservation of the language and history of Wales is important to the archives and library in that small country which is also one of the United Kingdom. However, currently if something you're interested is not digitalized, you cannot get an archivist to find it for you. The emphasis is on the digitalization.
image from Wikipedia
You'll note that the holdings are not focused on Genealogy though your ancestors may be in the collection.
For Genealogy, start with
Includes maps, civil registration, census records....
Excerpt: The Library is the main repository for family history research in Wales holding a vast number of records useful to the family historian - census returns, probate records, nonconformist records and tithe maps, to name but a few, will help at some point during research.
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The Archive collections hold substantial information relating to many Welsh gentry families and their estates and to individuals and families that have played a significant part in the life of Wales.
These may also be useful to you.