ARTstor
To download images in ARTstor, create an account. Search for your artist or piece(s) using the basic or advanced search. ARTstor will show you where the piece is held, if it is known, as well as most of the information needed for your exhibition catalog.
Art Net
If your artist is still creating, you may have a better chance to find their pieces on Artnet.com, a gallery and art market database. Some artist profiles include biographies, dealers, and the galleries where their pieces are housed. The Kara Walker biography below can be found at: http://www.artnet.com/artists/kara-walker/
Wikipedia
If you're still searching for the locations of your pieces, searching for your artist, or the pieces themselves in Wikipedia can sometimes get results. Be sure to check the article's sources for additional quality sources.