I would suggest trying the usual routes. Query Tracker, I believe it’s called, has a long list of agents, if they’re open to submissions, and what type.
Potential agents probably would want the stories to have been published elsewhere first, however, though it probably doesn’t have to be as high profile as The New Yorker.
I’d think, though, that the process is the same as submitting novels. Cover letter, synopsis of the project as a whole, partial submission. I don’t see why it would be any different from that.