Doris Salcedo.
Source: Wikipedia.
Artist's websites
A simple Google search should find artists' own websites. Do not be afraid to contact them with your questions, or to request an interview.
Commercial galleries
Make a list of the galleries which have represented or exhibited your artist, and search their sites. The artnet artists A-Z is a good (but not comprehensive) source for this information. If the gallery is based in London, or somewhere else you may visit, it may be worth contacting them to ask if they have an archive of unpublished material related to the artist. Some galleries, such as White Cube, do have significant collections and are often happy to arrange access.
Public collections
If the artist is represented or has been exhibited in public collections (such as MoMA or the Tate), check their websites too.
artnet's online monographs
Another useful resource from artnet.
Price databases
If the artist is commercially successful enough to have works sold at major auction houses, these sales can be found by searching a database such as artnet or Artprice. The price databases guide has links and further info. From the data here, you can if you wish track down the sales catalogue, either at SIA or perhaps another library: see the auction houses and catalogues guide. In particular catalogue entries may be useful sources of info about provenance and basic details such as an artwork's materials and dimensions.