In most cases, you don't need to. Most manufacturers HPDs create HPDs using an automated tool such as the HPD Builder. When you enter your chemical formulation into the HPD Builder by CAS RN, the Builder automatically imports relevant hazard information for those chemicals from the Healthy Building Network’s Pharos tool.
If you want to research the hazards of those chemicals before publishing your HPD, you can do so using the process just described and then viewing a Preview of the HPD. You can also go directly to Pharos to research chemicals, or another tool that references the same hazard lists, such as Toxnot.
For background on how hazard screening works in the HPD, and what hazard lists and warnings are displayed on an HPD, read HPDC's Best Practices for Hazard Screening document.