This is something that happens in many families. Many times a person will take out life insurance and not let the beneficiaries of the life insurance know that there is life insurance and what to do upon the passing of the person insured.
First, you could ask the person's spouse or significant other about any life insurance policies the family member may have had, and you could check in the person's files, safety deposit boxes, or checkbook for checks made out to a life insurance company.
In addition, look through the person's mail for any notices of premiums due or annual life insurance statements.
You could ask the person's executor about any life insurance the person had, or try and find out who the insurance agent was that may have handled the person's life insurance.
Here's an article with tips on how to find a life insurance policy.