Several Extreme Adaptive Optics (XAO) systems dedicated to the detection and characterisation of the exoplanets are currently in operation for 8-10 meter class telescopes. Coronagraphs are commonly used in these facilities to reject the diffracted light of an observed star and enable direct imaging and spectroscopy of its circumstellar environment. SHARK-NIR is a coronagraphic camera that will be implemented at the Large Binocular Telescope (LBT). After an extensive simulation campaign, SHARK-NIR team selected a suite of coronagraphic techniques to be implemented in the instrument in order to fulfil the scientific requirements. In summary, the Gaussian Lyot coronagraph is the option to serve all those science cases requiring field-stabilization and moderate contrast. Observations in pupil-stabilized mode to search for exoplanets can take advantage of three Shaped Pupil masks (SPC) and a Four-Quadrant Phase Mask (FQPM) coronagraph. The SPC are designed for high contrast on a small field close to the star and are robust to image and pupil jitter. The FQPM allows to access the entire scientific FoV (18x18) and delivers excellent performance in ideal conditions (high Strehl ratios), but performance is still good, both close and further away from the star, even at lower Strehl and with moderate vibrations. After the procurement phase, the coronagraphic masks were delivered to our labs and we started to test their performance on the optical bench and define the alignment procedures that will be employed in the final integration of the instrument in our cleaning room. In this article, we describe the tests that we performed in the lab with SHARK-NIR coronagraphs. We measured the contrast achievable with each technique in very-high Strehl conditions and defined the alignment-integration procedures.