Ultrafast lasers, or ultrashort pulses, although just being part of the laser science and technology in general, has an immense role both in academia and industry. Here I focus on three aspects of this field, which include measuring ultrashort pulses, structuring the frequency combs and compressing the ultrashort pulses, and applying ultrafast lasers to intra-cavity sensing. Since ultrafast science is a field that is continuously evolving and progressing, this will no mean provide the most pioneering concepts or cutting-edge technology at any given time in the future. It is merely discoveries in my adventurous journey while studying as a Ph.D. student. My contributions are briefly summarized here: First, a novel ultrashort pulses characterization method is proposed and demonstrated that retrieves the spectral phase using the interference of the second harmonics generation's spectra. Second, I developed an ABCD time transfer matrix to analyze the dynamics of structured optical frequency combs and developed a novel 355nm ps laser using pulse compression from the cascading effect of second-order nonlinearities. Third, a two-steps stabilization technique is demonstrated in Chapter 4 to increase the sensitivity of the intra-cavity phase interferometry based on a synchronously-pumped optical parametric oscillator.