In this thesis, I focus on studying interaction between colloidal particles and lipid bilayers. Inspired by proteins that generate membrane curvature, sense the underlying membrane geometry, and migrate driven by curvature gradients, we explore the question: Can colloids, adhered to lipid bilayers, also sense and respond to membrane geometry? In the first part of the thesis, I report experimental results of homogeneous nanoparticles and microparticles on lipid bilayers. Charged nanoparticles were used to study the dependence on tension of particle wrapping by bilayer membranes. The particle wrapping process is a competition between adhesion energy on the particle/lipid interface, and the energy cost to deform the membrane. I found that when membrane tension was below 0.27 mN/m, the apparent area of an aspirated giant unilamellar vesicle (GUV) decreased during nanoparticles binding, likely due to wrapping of particles by the membrane. This area decrease was eliminated by increasing the membrane tension. I also report results on pair interactions between streptavidin-coated microparticles bound to biotinylated GUVs. A preferred separation distance was found between pairs of particles, and an interaction potential energy on the order of thermal fluctuations was found. To control the degree of wrapping systematically, I used Janus microparticles with two different surface properties on each of the hemisphere. I report the migration of Janus microparticles adhered to giant unilamellar vesicles elongated to present spatially varying principal curvatures. In experiments, colloids migrated on these vesicles toward sites of high deviatoric curvature. This migration occurred only when the membranes were tense, suggesting that they migrate to minimize membrane area. By determining the energy dissipated along a trajectory, the energy field was inferred to depend linearly on the local deviatoric curvature, like curvature driven capillary migration on interfaces between immiscible fluids. In this latter system, energy gradients were larger, so colloids move deterministically, whereas the paths traced by colloids on vesicles had significant fluctuations. By addressing the role of Brownian motion, I show that the observed migration is analogous to curvature driven capillary migration, with membrane tension playing the role of interfacial tension. Since this motion is mediated by membrane shape, it can be turned on and off by dynamically deforming the vesicle. While particle-particle interactions on lipid membranes have been considered in many contributions, I report here an exciting and previously unexplored modality to actively direct the migration of colloids to desired locations on lipid bilayers.