Hello,
I assume you have a VNA. You might read the documentation to learn the basics of the VNA and the calibration principle (for coaxial cables with "load", "open" and "short" terminations for a single port).
For a dual port calibration, you may also need to calibrate for S21/S12. There a various calibration schemes that incorporate de-embedding (=removal of parasitic effects in the test fixture). Maybe your VNA has some features for that. The Internet is a good source, I don't have better sources than you can find on the Internet. You may contact the vendor of the VNA, but maybe he will use this opportunity to sell you something additional.
Regarding the components to be tested, it is a really wide range. You will have measurements that are closely centered in the smith chart, but also very close to the edge of the smith chart (where accuracy becomes less). This is not an easy task.
Regarding the length of the lines. Losses will not be that high and after calibration, the loss and phase shift of your test fixture (that is small PCB with connectors and soldering pads) will be corrected by the VNA (or separate SW package).