You'll need to do lots and lots of in depth research - that's the minimum basis, I think, for embarking on any attempt at establishing the provenance of your collection.
I don't think there are any easy shortcuts. Mark's had a fifteen year quest with the Unknown Masterpiece and even with a considerable number of Picasso scholars agreeing that the work bears all the hallmarks of being authentic, in the end it comes down to whether the Picasso estate will acknowledge the work or not - and in the case of the Unknown Masterpiece, they won't.
Picasso's output was prodigious, so there's a lot of work with which to compare your collection. You'll need good quality photographs of the details of your items so you can take them to show to experts (at museums, galleries and so on).
If you've already got a website with pictures, I'd love to see it (not that I'm any kind of scholar, of course) so please feel free to post the address.
Best of luck with your quest!