The period was called Cubism—Analytic and Synthetic.
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Inspired by the volumetric treatment of form by the French postimpressionist artist Paul Cezanne, Picasso and the French artist Georges Braque painted landscapes in 1908 in a style later described by a critic as being made of “little cubes,” thus leading to the term cubism. Some of their paintings are so similar that it is difficult to tell them apart. Working together between 1908 and 1911, they were concerned with breaking down and analyzing form, and together they developed the first phase of cubism, known as analytic cubism.
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Monochromatic color schemes were favored in their depictions of radically fragmented motifs, whose several sides were shown simultaneously. Picasso's favorite subjects were musical instruments, still-life objects, and his friends.
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In 1912, pasting paper and a piece of oilcloth to the canvas and combining these with painted areas, Picasso created his first collage, Still Life with Chair Caning. This technique marked a transition to synthetic cubism. This second phase of cubism is more decorative, and color plays a major role, although shapes remain fragmented and flat. Picasso was to practice synthetic cubism throughout his career, but by no means exclusively.
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Great site about Picasso:
http://www.mcs.csuhayward.edu/~malek/Artfolder/Pablo.html

Picasso's first, and probably his most celebrated, collage is Still Life with Chair Caning (1911–1912).
After Picasso experimented with the new medium of collage, he returned more intensively to painting. In his Three Musicians (1921), the planes became broader, more simplified, and more colorful. In its richness of feeling and balance of formal elements, the Three Musicians represents a classical expression of cubism.

It was probably the Central Collage of Art and Design in Madrid (or Seville or somewhere)