Well, part of the investigation is to find as many of those pieces as possible and examine them. For instance in airplane crash investigations the NTSB will sometimes secure a huge hangar, draw out an outline of the aircraft, and place every single bit they find in its approximate location on the airframe. The plane reconstruction was a big part of figuring out how TWA 800 crashed.

Then there is all the video and film footage. I bet some of it was high speed (so the resulting film will be slow motion). Slo-mo film helps show the exact sequence of failures and was a big part of the Challenger investigation.

Finally, there will be a ton of data that was collected from the rocket in its brief flight.