Primordial Black Holes (PBHs) can form in the very early universe and can be associated with numerous cosmological and astrophysical signatures. In this thesis, I explore the physics related to PBHs from their possible formation in the earliest stages of the universe to the possible signatures of a population of PBHs in our own galaxy. I present here a fascinating story with PBHs as the main characters, playing the roles of Dark Matter (DM), coalescing objects detected by LIGO/Virgo, and Supermassive Black Holes (SMBHs). The thesis provides a significant step towards a better understanding of such captivating objects and their connection with many physical phenomena and concludes with a discussion of further research directions.
