The central region of the Milky Way provides a unique laboratory for a systematic, spatially-resolved population study of evolved massive stars of various types in a relatively high metallicity environment. We have conducted a multi-wavelength data analysis of 180 such stars or candidates, most of which were drawn from a recent large-scale HST/NICMOS narrow-band Pa-a survey, plus additional 14 Wolf-Rayet stars identified in earlier ground-based spectroscopic observations of the same field. The multi-wavelength data include broad-band IR photometry measurements from HST/NICMOS, SIRIUS, 2MASS, Spitzer/IRAC, and Chandra X-ray observations. We correct for extinctions toward individual stars, improve the Pa-a line equivalent width measurements, quantify the substantial mid-IR dust emission associated with WC stars, and find X-ray counterparts. In the process, we identify 10 foreground sources, some of which may be nearby cataclysmic variables. The WN stars in the Arches and Central clusters show correlations between the Pa-a equivalent width and the adjacent continuum emission. However, the WN stars in the latter cluster are systematically dimmer than those in the Arches cluster, presumably due to the different ages of the two clusters. In the EW-magnitude plot, WNL stars, WC stars and OB supergiants roughly fall into three distinct regions. We estimate that the dust mass associated with individual WC stars in the Quintuplet cluster can reach 1e-5 M, or more than one order of magnitude larger than previous estimates. Thus WC stars could be a significant source of dust in the galaxies of the early universe. Nearly half of the evolved massive stars in the GC are located outside the three known massive stellar clusters. The ionization of several compact HII regions can be accounted for by their enclosed individual evolved massive stars, which thus likely formed in isolation or in small groups.
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