In this thesis, we aim to understand how individual metallic nano-antennas can mediate the interaction of light with matter at optical frequencies. Firstly, we assess optical antennas in a focussed beam configuration and confirm recent theoretical predictions of extremely strong extinction by a dipole in a focussed beam. Our result reveals the practical limitation of focus - position related distortions in the extinction spectra due to the chromatic aberration of our microscopy system. From this insight, we develop a systematic approach to retrieve the longitudinal chromatic focal shift of our high NA microscope objectives using optical antennas. Secondly, we develop a novel spectral interferometric microscope (SIM) to measure over an octave the spectral transmission phase of an optical antenna. With this capability, we show how to extract the contributions of absorption and scattering to the total extinction from the transmission amplitude and phase of an antenna. As examples, we study the condition of critical coupling with gold discs and clarify the mechanism of Fano interference in a multi-particle ‘dimer’ antenna. Here, we were able to observe the residual absorption caused by Fano interference, which has not been observed before in experiments. Thirdly, we study a range of multi-resonant antenna configurations to expose the mechanism of SHG from metallic nano-structures. We show that the radiation phase of our optical antennas plays an important role in boosting SHG efficiency of an optical antenna. Finally, we assess the validity of the Rayleigh – Debye – Gans – Born approximation, which we used to assess the absorption and scattering of optical antennas. This involves direct methods to assess scattering and absorption in antennas. In particular, we investigate ultrashort laser pulse-induced heating of electrons in gold disc antennas.