This guide will use the song cycle, Schubert's Winterreise, as an example. You may choose to pursue any of these steps in any order but these are the recommended steps for an unfamiliar song.
1. Start a composer background search with reliable resources
A good place to start is Oxford Music Online that includes the New Grove Dictionary of Music and Musicians

2. Use the library catalog, SearchWorks, to see our library's holdings on the composer
You may further specify your search along with other relevant terms
Example: Schubert AND lieder

More information on how to use SearchWorks available here (by Ray Heigemeir).
3. Under SearchWorks, you can use "Uniform Title" to narrow the search if necessary to display only items that include the work

Uniform titles help you search more efficiently. See how from the librarians at the University of Nebraska-Lincoln.