There are a total of 11 paintings you must find. There is no in-game hints or tools to use to grab them. There are also many paintings in the game, and not all of them you can grab. They are specific ones. You should with no doubt, grab these while you are going for your High Chaos level playthrough (killing everyone). This is because the last painting is missable if you don't meet and do missions for the characters Granny Rags (Mission 2) and Slackjaw (Mission 3). You will get a key to an area during Mission 7 you would not get if you had not met them.
Follow THIS GUIDE to find all of the paintings.