This PhD work was devoted to the study of ultrafast optoelectronic components for processing RF signals up to the THz range, and of related THz devices. First, we used a photoconductive switch, made of low-temperature grown GaAs, excited by the optical beating of two CW laser beams and biased by a RF signal. The switch serves as a frequency mixer, whose properties (bandwidth, efficiency, sideband generation…) were modeled and the simulation results were experimentally validated. When the RF signal is modulated by information, this information can be directly extracted by setting the beating frequency equal to the RF one. The demodulated signal exhibits a high spectral purity, 11 Hz bandwidth at -3 dB. Other materials for THz generation and fast photo-switching were also studied, like InAs quantum dots. Finally, we performed a THz time-domain spectroscopy study of metallic sub-wavelength devices for THz beam processing, like hole arrays and metallic mesh filters, as well as nanometric thin films of graphene and carbon nanotubes.