Then have everyone get to the gate. Remember, when the Dwarfs get to the gate, the gate opens for a limited time or until an enemy gets near them, so have everyone at the gates when the dwarfes get there. It is not possible to my knowledge to obtain all the items. You can't trade magic items between units, so make sure the right unit gets the right item. Remember, each unit can only hold a max of 5 items.
Potions can be drunk to make space for more powerful artifacts.
The ID Number is where it is in the book of magic in case you want to check it out for yourself. These are in the approximate order that you may find them. This item is in the very first mission. Found to the right of the clump trees in the centre of the map. Should probably give to infantry, as cav have a sword.