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One of the biggest challenges in modern high-energy astrophysics is to understand the underlying connections between cosmic rays and non-thermal radiation, in particular γ-rays. Vast evidence links massive stars with non-thermal processes, and it has been established that these stars might play an important role -if not dominantin the acceleration of Galactic cosmic rays. In this Thesis we have investigated the non-thermal emission produced in systems hosting massive stars and, in a more indirect manner, the acceleration of relativistic particles in these objects. We have developed tools in order to make progress in the knowledge of the acceleration efficiency in stellar wind shocks, the necessary conditions for systems harboring massive stars to be γ-ray emitters, and the intensity and topology of the magnetic fields in these scenarios. Our approach consists mainly in the modelling of the non-thermal processes taking place in systems hosting massive stars, such as bow-shocks from runaway stars, massive colliding-wind binaries, and γ-ray binaries. These models require the development of numeric codes with certain complexity to calculate the expected emission along the electromagnetic spectrum for different scenarios. In particular, we have performed two types of models, depending on the physics of the analyzed scenario. On the one hand, highly simplified one-zone models, useful to capture the elemental physics of point-like non-thermal sources. On the other hand, more detailed multi-zone models that take into account the structure of the emitter, allowing to produce emission maps comparable to those observed in resolved, extended sources. These models are versatile and can be used to study other non-thermal sources; a particular application to blazar emission is presented in this Thesis. Applying these models to the study of individual sources, we have determined or restricted free parameters of the models, which in turn has served to make quantitative predictions that are going to be tested with future observations. We have participated in about ten observation proposals which have been approbed. The impact of these observations depends on their outcome and the results they reveal in a close future. The observed sources include stellar bubbles (both individual and in collision), stellar bow-shocks, and colliding-wind binaries. Finally, we highlight that the generalization and extrapolation from the results obtained for specific observations will help to address population studies and to obtain more general conclusions regarding the non-thermal radiation produced in systems hosting massive stars.

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