This thesis reports on the design and construction of a novel experimental setup for the study of surface magnetic systems. This setup consists of a scanning tunneling microscope (STM) designed for ultra high vacuum (UHV) operating at T ≲ 1 K and strong magnetic fields (0 - 8.5 T). Such extreme experimental conditions have influenced the choice of the construction materials and components as well as the general design principles. This work comprises the design, realization and first tests of the STM, cryostat, damping system, sample preparation UHV chambers and transfer system. In parallel to this new setup realization, we have investigated the magnetic properties of dilute transition metal impurities deposited on non-magnetic metal surfaces. Measurements of those systems were performed with x-ray magnetic circular dichroism (XCMD). We have started by adressing the host electronic density effect on magnetic properties of the impurities. In order to make contact with the Friedel [1] and Anderson [2] models, 3d impurities (Fe and Ni) were deposited on alkali metal substrates (K, Na et Li) whose electronic structure is close to the Fermi electron gas. The gradual increase of the host electronic density with decreasing atomic weight going from K to Li allow us to study the effects of s - d electron hybridization on the magnitude magnetic moment of the impurity . In particular, we show that the magnetic moment of Fe is strongly reduced in going from K to Li, while the Ni moment disappears on Na and Li. The XMCD data also show that the orbital magnetic moment is atomic-like on K, but compared to the spin moment, significantly reduces as the substrate electron density increases. Finally, we report on a variable temperature STM study of the nucleation and growth processes of Pd/Pt(111). The experimental results are analyzed on the basis of mean field theory applied to surface diffusion processes and solved by numerical integration. This study allows us to highlight the different atomistic processes that contribute to the nucleation and growth of a prototype epitaxial system.