The Investigation of highly confined light fields created by different mechanisms, such as refraction, diffraction, and scattering, are the main subject of this thesis. We distinguish a specific scattering phenomenon of dielectric microspheres from general definition of light scattering that includes refraction and diffraction. Light confinement has been studied by numerous researchers in theoretical ways. However, the experimental approaches for microstructures were always limited due to the lack of resolution and functionalities of the measurement system. To understand the characteristics of optical fields propagating in free space or emerging form microstructures, intensity is not always sufficient. It is therefore necessary to measure the phase of light. The main goal of this work was to set up an optical instrument that is able to measure the amplitude and phase of the light field in the real 3D object space. By combining an optical interferometer (Mach-Zehnder type) with an optical microscope, we have developed a multi-functional high-resolution interference microscope (HRIM). Phase shifting interferometry (PSI) and the five frame (Schwider-Hariharan) algorithm have been introduced in the HRIM in order to directly measure the phase. Auxiliary techniques have been applied for the first time to the experimental setup of the HRIM. For example, multiple-wavelengths light sources for the study of the spectral dependency, immersion of object space for an enhanced resolution and a phase telescope (Bertrand lens) to image and manipulating the Fourier plane (the back focal plane of the objective) have been demonstrated. In addition to a plane-wave illumination, the engineering of the illumination beams allows to broaden the range of experimental investigations for a given sample, such as wavefront management by focused Gaussian beams and focused Bessel beams, and polarization-induced beam shaping for particular shapes of localized illuminations to a small sample. Our main subject is the confinement of light. Three physical optical mechanisms are discussed in detail: refraction, diffraction and scattering. Discussion is done by examples. We have chosen effects that represent the different effects of physical optics at a microscale: highly focused Gaussian beam for refraction, the spot of Arago and Talbot effect for diffraction and photonic nanojets for scattering. Note that even though scattering in general includes refraction and diffraction, here we use the term "scattering" only for scattered hotspots, i.e., photonic nanojets, by dielectric microspheres. Our study contributes to the understanding of strong confinement in submicron or sub-wavelength dimensions by such effects and show for the first time experimental data on phase and amplitude fields. Basic physical principles, like the Gouy phase shift for focused light were demonstrated for the photonic nanojet, for a complex optical phenomenon where focusing is based on scattering rather than refraction. We present the capabilities of the HRIM system through a series of measurements of aforementioned problems for highly confined light fields. To meet the proper experimental conditions for each problem of interest, the HRIM employs several auxiliary techniques of conventional microscopy, e.g., multiple-wavelengths light sources, an immersion technique, and a manipulation of the Fourier plane (the back focal plane of the objective). Engineering of the illumination including polarization-induced beam shaping broadens the range of applications of the instrument and we illustrate this by examples. Furthermore, the HRIM can be operated in two distinguished modes for measurements of the axial phase evolution, "longitudinal-differential mode" or "propagation mode". The longitudinal differential mode directly visualizes peculiar phase evolutions along the optical axis used to prove the phase anomalies. The HRIM with auxiliary techniques therefore serves as a powerful tool for the investigation of highly confined light fields in small volumes.