Pablo Picasso was born in Malaga, Spain in 1881. In early life, he divided his time between Barcelona and Paris, but with the onset of the Spanish Civil War, he left for France. During World War II, he remained in occupied Paris. (As a Spanish citizen, he did not have to fight.) He kept a Communist party membership until his death, but was acutely aware of the value of his paintings and property.
He married often and had affairs with many women. His vengeful personality is best demonstrated by his treatment of Francoise Gilot, a young art student, whom he met in Paris in 1944. Together, they had two children, Claude and Paloma. Francoise left Picasso in 1953 because of his abuse and infidelities. Then, later in life, she wished to marry Picasso in order to legitimize their two children and insure their inheritance. Picasso signaled his agreement to marry, but when Francoise divorced her husband, Picasso had his revenge by marrying Jacquleine Roque, who worked at the Madoura Pottery Works in Vallauris, France.
Museums with his works can be found in Paris, Madrid, Barcelona, and Malaga. You can get the locations from wikipedia on Picasso.
For a good article on Picasso in Provence, see the N.Y. Times article of this May.