The integration of new materials mediating light-matter interaction in nanoscale devices is a persistent goal in nanophotonics. One of these materials is Gallium phosphide, which offers an attractive combination of a high refractive index (n=3.05 at a wavelength of 1550 nm) and a large bandgap (Eg =2.26 eV), enabling photonic devices with strongly confined light fields, not suffering from heating due to two-photon absorption at telecommunication wavelengths. Furthermore, due to its non-centrosymmetric crystal structure, it has a non-vanishing second-order susceptibility and is piezoelectric. Related to its large refractive index is a high third-order susceptibility. Prior to this work the use of GaP for photonic devices was limited to individual non-integrated components, as GaP was not available on a substrate with substantially lower refractive index equivalent to SOI-wafers for silicon. In this work a process was developed that allows the integration of GaP devices onto SiO2. It exploits direct wafer bonding of a GaP/AlxGa1-xP/GaP heterostructure onto a SiO2-on-Si wafer. After substrate removal, photonic devices are patterned by dry-etching in the top GaP device layer. The GaP devices investigated here are used to explore nonlinear optics and optomechanics. In the area of nonlinear optics, second- and third-harmonic generation are observed. The Kerr coefficient is experimentally estimated as n2[1550nm] = 1.2(5)x10^17m^2/W, for the first time in a precision measurement at telecommunication wavelengths. Four-wave mixing is used for broadband frequency comb generation, where a power threshold as low as 3 mW is obtained. The combination of four-wave mixing and second-harmonic generation leads to frequency-doubled combs. The optomechanical properties of GaP one-dimensional photonic crystal cavities are optimized by simulations and fabricated devices are characterized. Optical quality factors of Qo>10^5 and optomechanical coupling strengths of g0/2pi=400 kHz are measured. Dynamical backaction in the form of the spring effect and the parametric amplification are observed, as well as optomechanically induced transparency and absorption. A device design for a microwave-to-optical transducer is developed, relying on the piezoelectricity of GaP. It combines electromechanical and optomechanical transduction. The predicted electromechanical coupling strength is in the MHz range. Furthermore, photonic crystal cavity designs containing a slot at the center of the cavity are studied. According to simulations for slot widths below 30 nm, optomechanical coupling strengths g0/2pi>1 MHz could be achieved. Fabricated silicon photonic crystal cavities show high quality factors of Qo=8x10^4 while hosting a mechanical eigenmode with a frequency of 2.7 GHz. Because of process technology limitations, only slot widths as narrow as 40 nm can be fabricated, the achieved g0/2pi is limited to 300 kHz. The new GaP-on-insulator material platform opens the door to integrated GaP devices. Frequency combs are of interest for soliton comb formation, mid-IR frequency combs, and ultra-broadband supercontinuum generation. Microwave-to-optical transducers are on the one hand desired for quantum information processing, on the other hand they are applicable as efficient modulators or detectors for classical signals.