Femtosecond-lasers represent a source for electric field pulses which can have field intensities approaching and even exceeding the atomic binding field. For an electric field of this order, the polarization response of the medium changes from linear to nonlinear. For transparent media, depending on the field intensity, the laser pulse is either nonlinearly absorbed or, at lower field intensities, modifies the medium as it propagates, modulating its own spectrum. Nonlinear absorption has direct applications to the micromachining of photonic devices. We discuss the effect of different laser parameters such as the repetition rate and number of pulses in the femtosecond-laser generated structures. Additionally, we investigate the transmission losses, bending loss, supported electromagnetic modes and index of refraction profiles of optical interconnects fabricated through femtosecond micromachining. This dissertation also covers experiments on the propagation of femtosecond pulses confined in structures whose diameter is below the wavelength of the incident light, silica based nanowires. We demonstrate the possibility of making sub-micrometer diameter silica fibers and discuss the effects of their diameter-dependent dispersion and enhanced nonlinearity for femtosecond laser pulse propagation. The nonlinearity and dispersion are presented as a function of the nanowire diameter and our results confirm the theoretical predictions for the enhancement of the nonlinearity and the effect of high dispersion. Both technologies, nanowires and femtosecond manufactured waveguides, represent alternatives for photonic circuits interconnects, but at nanometer and micrometer scales, respectively.