This is a pretty broad question, you might want to include more specifics to get useful answers. However, a good starting point would be to try knocking down or over-expressing your protein of interest in a cell line and then determining whether the pathway you're interested in is perturbed or altered. Has anyone made a knockout/in allele in mouse for your gene of interest? If so, maybe someone has already looked at the pathway your interested in, or you could acquire the mouse strain and do it yourself. Good luck!
This question is too general. Is your protein known or unknown? If known, you can do a bioinformatic analysis (consult databases, etc.). Is the pathway known or unknown? If known, you can also do a bioinformatic analysis. If both the protein and pathway are unknown, try and get another project.