The work presented in this thesis is a contribution to the study of the coherent XUV radiation produced by high order harmonic generation when focusing an intense laser pulse in a rare gas.First, we study in details the optimization of the harmonic flux produced either in a hollow core fiber or in a jet. In each case we determine the limiting factors of the emission: phase matching, absorption, ionization, defocusing. The comparison between the farfield emission profiles and the simulations emphasizes the crucial role of the atomic dipole phase when generating harmonics in a fiber filled with gas. We have then optimized the harmonic emission when generating in a long gas jet. The conversion efficiencies reach about 10-5 at 50nm (1010 ph/imp) and 10-7 at 15nm (4.107 ph/imp). Secondly, we study the focusing of the harmonics by using a Bragg-Fresnel lens that permits an efficient off axis focusing without aberration. We measure spot sizes of about 2µm for the 39th harmonic. This should lead to high intensities in the XUV domain on account of the high harmonic flux and the short pulse duration (femtosecond).Finally, we show that it is possible to probe a dense plasma with an original XUV interferometry technique, using two phase-locked harmonic sources separated in space. The temporal analog of the spatial interferometry, which uses two harmonic pulses separated in time, is also demonstrated. This frequency domain interferometry allowed us to perform the first XUV diagnostic of the temporal evolution of a plasma with a femtosecond time scale resolution. An extension of this 2-pulse scheme to a 4-pulse one permits to measure with an extreme sensitivity a dephasing comparable to half an harmonic period that is at an attosecond time scale (1as=10-18s).
