There are numerous places where information about artists' lives can exist.
The Oxford Art Online collection is one a you can start. Also consider encyclopedias, biographies, autobiographies and museum and artist websites.
Information about some artists' lives, particularly more prominent ones, can be found in a biographical, or autobiographical, book. You can also find films about various artists via Films on Demand.
To find books about an artist, use the main search box on the library homepage. Before you perform your search, click "Advanced Search," which will take you to a page with more search options. There, type the artist's name into the search box and change the drop-down menu to "Subject." This will bring you a list of publications in which the artist is the subject of the book.