“Women are either goddesses or doormats,” Picasso once said. Which of these was Olga Khokhlova, the Diaghilev dancer who became Picasso’s first wife? For a period she served as his muse, and he painted her frame with slender lines. Then, when Picasso began his affair with Marie-Thérèse Walter, his perception of Olga changed. Along with paintings, “Olga Picasso” includes letters, photographs, furniture, and family relics. —E.C.