Look up whether they're strength/agil/intel. Should be highlighted on their stats on the UI. The first step is 9/10 times to put those items on the corresponding hero. The next pointer is to think about what the role in fights would be. I'll give you a close example in recent game. I had DL friend had DK. Who to give strength, circlet to? At first I thought let's spread the wealth, but then I thought DK is more in the role of run around and shoot coils. I need that strength and circlet in the front line, making surrounds and spamming sleeps and carrions later.

I'm not an UD player but thinking like that is the way to divvy the items. Are there any particular items you have questions about? (sometimes it's iffy like putting an inv pot on a Lich if hes going to be wide open in a smaller fight and get focused, or if its a big 2v2 fight hes more insulated and not as big of a target).