Investigation of P,T-parity nonconservation (PNC) phenomena is of fundamental importance for physics. Experiments to search for PNC effects have been performed on TlF and YbF molecules and are in progress for PbO and PbF molecules. For interpretation of molecular PNC experiments it is necessary to calculate those needed molecular properties which cannot be measured. In particular, electronic densities in heavy-atom cores are required for interpretation of the measured data in terms of the P,T-odd properties of elementary particles or P,T-odd interactions between them. Reliable calculations of the core properties (PNC effect, hyperfine structure etc., which are described by the operators heavily concentrated in atomic cores or on nuclei) usually require accurate accounting for both relativistic and correlation effects in heavy-atom systems. In this paper, some basic aspects of the experimental search for PNC effects in heavy-atom molecules and the computational methods used in their electronic structure calculations are discussed. The latter include the generalized relativistic effective core potential (GRECP) approach and the methods of nonvariational and variational one-center restoration of correct shapes of four-component spinors in atomic cores after a two-component GRECP calculation of a molecule. Their efficiency is illustrated with calculations of parameters of the effective P,T-odd spin-rotational Hamiltonians in the molecules PbF, HgF, YbF, BaF, TlF, and PbO.