From fellow artists to Russian dancers, Pablo Picasso never knew a shortage of women to cavort with. They were his friends, lovers, and often inspirations. And that is the tack the Marlborough Gallery has taken in its examination of the women in more than 200 of Picasso’s prints, which runs through May 1. And through his women, a compelling narrative of his life and technical development as an artist emerges. It is an approach that takes the New York gallery off the beaten path while so many others have taken on major shows, like the Museum of Modern Art, the Philadelphia Museum of Art, and the Metropolitan Museum of Art.