Photonics is the physical science of light (photon) generation, detection and manipulation. Silicon photonics, in particular, has gained a lot of interest in the last few decades due to its ability to control light at chip-scale. Although the field has its roots in the telecommunications industry, it has expanded to many new applications such as sensing, spectroscopy, nonlinear optics, quantum optics, opto-mechanics, and even neuroscience. Nonlinear optics has been greatly benefited from the chip-scale devices. Because light can be tightly confined inside these devices, nonlinear effects can be strongly enhanced. In recent years, there has been progress in development of microresonator-based Kerr frequency comb, these frequency combs have triggered a large number of applications, including in atomic clocks, optical communications, dual-comb spectroscopy, frequency synthesizers and sensing. However, simultaneously achieving ultra low-loss and high confinement which is critical for nonlinear optics remains a challenge. In this dissertation, we set out to address this challenge in order to enable new applications. We choose silicon nitride as our material platform here. We begin by introducing the background of loss mechanisms, nonlinear optics and application requirements before detailing our approach to realizing a compact and scalable alternative to the existing state-of-the-art. The first part of this dissertation investigates the current microfabrication processes and loss origins. Detailed explanations of critical process steps including deposition, lithography and etching are discussed. We further discussed about loss measurements and methods to reduce loss. We developed processes which allows us to achieve ultra low-loss in high-confinement resonators by reducing roughness from waveguide interfaces. Moreover, we demonstrate optical parametric oscillation in an on-chip microresonator with sub-milliwatt pump powers. We extract the fundamental loss limit in our devices. Our work provides an on-chip platform for devices with performance that could be comparable to the performance achieved in discrete large devices and these processes can be also applied to other material platforms. In the second part of this dissertation, we look into two applications of using our ultra low-loss silicon nitride platform: Optical coherence tomography (OCT) and on-chip tunable photonic delay lines. First, we present a comb with a smooth envelope and high conversion efficiency enabled by our platform. We demonstrate frequency combs for biomedical application (OCT) for the first time. To demonstrate the efficacy of our system, tissue depth scans are compared on an identical OCT system for both the novel integrated frequency comb source and a traditional superluminescent diode. Second, we demonstrate on-chip tunable photonic delay lines within a small footprint enabled by the same platform. A novel adiabatic taper design is proposed to overcome the stitching loss which limiting the achievable waveguide length. We replace the reference arm in an OCT system to illustrate the capability of the photonic delay line. We further show that the tunable photonic delay lines can extend the imaging range of the OCT for a variety of applications such as blade detection, wound detection under the gauze and structure detection of aorta. Finally, we discuss future avenues of research building on the work presented here.