Think of the artifacts as MacGuffins - plot devices; objects with qualities that make them desirable or undesirable, and which would motivate characters to find them - whether to use them, give them to someone else, take them out of circulation, or destroy them.
Given that these are massively powerful items, there are all kinds of implications coming out of what a given object can do. Who else might want this object? Would they try to take it by force? By stealth? By out-and-out bribery? Do they have more resources than the character does? If that person or persons does obtain it, what might happen? Would the character want this, or want to prevent it?
Where might this object be now? Who might have it? Are they using it now? Might they use it to stop the character from possessing it? How would the character foil this? Could the character foil this? Do they need more experience or information first? How would they get it?
Take as an example the Eye of Vecna. The characters hear the legend of Vecna and a rumor that someone many years ago might have possessed it. They take on quests and exploration to find out who would know more; perhaps they make deals with more powerful beings to gain information. They eventually find it - only to have someone else be there first. Who has it? What are their motivations? Are their motivations aligned with the character's motivations? If so, will they team up, or will the characters decide they need to be the ones in charge of the object? If they're not aligned, how will the characters deal with having to find that person and obtain the artifact from them? Is everyone in the party unified - or is there someone with plans of their own? Will one of the persons or beings they got information from require the artifact themselves? What happens if the characters say yes? What if they say no?
Every action going toward finding it and after they find it, if they ever do, informs the world they live in, the conception of each character, and provides more options for adventures.