He served in the German Wehrmacht (not the SS, SA etc.) during WW2 and was a POW until 1949 (or 1948, something like that) in Siberia, having been captured after Stalingrad was taken back by the Russians.
We never talked much about it, mostly about how the Russians treated him fairly well due to him and his men not complying with their orders a lot (i.e. not fighting back since they knew it doesn't change anything in the end). He died back in 2006 and my grandma doesn't have lots of photos, none that were taken during his tour anyway.
Step one would be to collect all the information you can that's readily available. Talk to your grandma, see if he kept any journals, records from his time in the Wehrmacht, newspaper clippings, etc. etc. Try to identify what part of the Wehrmacht he served in (army, navy, air?), his unit (where did he enlist? where did his unit go? etc.), his ID tag number.
If you can fill in some of that information, you can start hitting the archives. Two large archives that could help you fill in any missing pieces of information about your grandpa's time in the Wehrmacht are the Bundesarchiv and the Deutsche Dienststelle (WASt).
Once you have more information--especially about the locations where his unit went--you can start searching more specific local archives (local libraries, universities, etc.). Not really knowing more about your grandpa, I can't really offer specifics. However, as you are searching, keep a list of any variant spellings of his name, town names, and so forth. When searching some databases, one spelling mistake (made by you, an archivist, or in the original source) can mean not finding what you need, so if I was researching Steven Rogers, I would search for Steven, Steve, Stephen and Rogers, Rodgers, Roggers, etc.