Optical devices have a broad impact on our societies. Coherent light sources are widely used in microscopy, optical spectrometers are key to sensing applications and the transmission of data is carried through communication networks that include electro-optic modulators and optical fibers. Most of these devices are constantly being miniaturized through integrated optics, which has rapidly evolved in the last three decades since the fabrication and commercialization of thin-films-on-insulator. Thin-film devices consist on high refractive index (>2) materials with a thickness of less than 1 micrometre that exhibit a higher optical mode confinement than their bulky counterparts, which ultimately boosts light-matter interactions and enables dispersion engineering. Nowadays, the main thin-film photonic platforms are silicon, silicon nitride, indium phosphide and gallium arsenide. Lithium niobate, a widely transparent material (0.33-5.20 micrometres) and a well-established photonic material due to its versatile properties, electro-optic and nonlinear among others, has only joined the group of the thin-film platforms recently. If the lithium niobate-on-insulator (LNOI) nanofabrication is properly controlled, this platform suggests a new wave of nonlinear and electro-optic photonic devices thanks to its material properties. In contrast to the main platforms, lithium niobate is chemically inert, which sets a fabrication challenge and means that only physical dry-etching processes work efficiently. In this PhD thesis we demonstrate two types of photonic devices, on-chip and free-standing, that are based on the LNOI platform. The LNOI waveguide cross-sections have a size of less than 1 square micrometre and, in all cases, we report the fabrication flows in detail. We characterize the lithium niobate dry-etching process with argon ions and we describe how we overcome the problem of amorphous redeposition at the sidewalls of the waveguides by wet-etching. The LNOI on-chip devices that we present are capable of generating, modulating and detecting light. We prove the generation of light through a supercontinuum generation process that extends to almost one octave in the near-infrared (NIR, 780-1300 nm) and visible (VIS, 390-780 nm) wavelength ranges and cascades down to the near-ultraviolet (NUV, wavelengths of around 350 nm) in 8 mm-long waveguides. For the modulation experiment, we demonstrate a Bragg reflector written within a single LNOI waveguide, in which its Bragg resonance is electro-optically shifted with an effective tuning coefficient of 23.37+/-0.55 pm/V. The Bragg reflectors enable modulation performances with data rates of up to 56 Gbit/s in the short-wave infrared (SWIR) range (about 1550 nm) and a device footprint as small as 10x500 square micrometres. In the last on-chip device, we detect light with a 1x10 square millimetres closed-loop LNOI circuit that samples the standing wave formed by two counter-propagating modes. With the electro-optic effect, we demonstrate a full sampling of the standing wave and the original spectrum is retrieved through a Fourier-transform. The device is only limited in spectral bandwidth by the waveguide single-mode condition (about 800 nm). In the case of the free-standing devices, which have a typical length of about 40 micrometre, we introduce the concept of a non-scanning photonic probe by switching nonlinear modes within the waveguide. Complementing this result, we apply Fourier optics to characterize the beam steering in the VIS and NIR ranges from waveguides with
