Hola Ελισάβετ

Good question! 

For titles like Mr, Mrs, Miss , in Spanish we use the article as explained in this lesson. For proper names, e.g. Inma, María, Carlos.., we don't use the article; this is why we are not using it on the sentence with "Salvador Dalí..." 

Now, sometimes and just for certain works, plays, famous paintings we add the article to the name - I'm not quite sure why because it only applies to some, for example, for "Don Quijote de la Mancha by Cervantes" we use "El Quijote de Cervantes" or for Da Vinci's Gioconda we say "La Gioconda de Da Vinci"; however we wouldn't refer to Shakespeare's Macbeth as "El Macbeth de Shakespeare", we'd probably say "La obra de Macbeth de Shakespeare. 

Un saludo

Inma