The gravitational evidence for the existence of dark matter is overwhelming. The exquisite measurements of the Cosmic Microwave Background by the WMAP and Planck satellites have shown that ~26% of the energy budget of the Universe is encoded in a form of matter that only interacts gravitationally; which, in addition, represents ~84% of the matter in the Universe. Furthermore, innumerable studies have shown that galaxies, clusters of galaxies and the vast majority of the virialized objects in the Universe are dominated by some matter that does not emit light, i.e. dark matter. The unambiguous evidence for dark matter strongly contrasts with the absence of signals at laboratory experiments and satellite missions targeting the non-gravitational nature of dark matter. In this thesis we have investigated the cosmological and phenomenological implications of dark matter. Using a variety of cosmological observations, we have focused on the complementarity of early and late Universe probes, including scenarios beyond the canonical LCDM model. In particular, we have confronted dark matter-neutrino interactions and cold plus non-cold dark matter cosmologies with state of the art Cosmic Microwave Background observations, measurements of the galaxy matter power spectrum and estimates of the number of dwarf galaxies orbiting the Milky Way. From a phenomenological perspective, we have focused on the potential connection between dark matter and sterile neutrinos and on generic WIMP dark matter models, in particular those that could account for the Galactic Center gamma-ray excess. The former has allowed us to gain insight on the possible nature of dark matter, should it be related with the neutrino mass generation mechanism. We have examined in detail the case of a spontaneously broken global U(1) B-L with sterile neutrinos and dark matter, and the possibility of sterile neutrinos as being the link between the Standard Model and a dark sector. In our investigations of WIMP dark matter models, we have quantitatively shown the extent to which Z and Higgs dark matter mediated models are probed by current and future experiments, and we have highlighted the viability of a possible dark matter interpretation of the Galactic Center gamma-ray excess. In particular, by confronting scenarios in which the dark matter annihilates directly into Standard Model particles with Direct Detection and collider searches, and by highlighting hidden sector models that could account for the excess while remaining elusive to laboratory constraints. This thesis is structured in three parts. In Part I we present the context of the research presented. Chapter 1 provides a brief overview of the astrophysical and gravitational evidence for dark matter, highlighting the role of dark matter in our current theoretical and observational understanding of the Universe. The standard cosmological model LambdaCDM, with cold dark matter and a cosmological constant is introduced. Chapter 2 is a brief summary of the Standard Model of particle physics together with possibly the most theoretically appealing mass generation mechanism for the light active neutrinos, the seesaw mechanism. Chapter 3 deals with the concepts, assumptions, and equations required to understand the hot and dense early Universe. In particular, the Boltzmann equation governing the non-equilibrium thermodynamics is presented and discussed. In Chapter 4 we review the main WIMP dark matter probes. Direct detection, indirect searches, and some of the collider constraints on weak-scale dark matter are outlined. In Chapter 5, we summarize the main scientific results and conclusions of the research carried out for this thesis. In Part II we present a copy of the seven research articles done for this study, as published in the different journals during the development of this thesis. To conclude, in Part III we present a detailed summary in Spanish of the motivation, goals, methodology, results and conclusions of this thesis.
