With the development of modern laser technology, nonlinear optics has become an increasingly prominent field in recent decades. It serves as unique characterization tools of many systems that are difficult to access by other means, including surfaces and interfaces of insulating materials, soft matters, etc, making substantial contributions to related fields. Meanwhile, the discovery and synthesis of novel materials such as graphene provide venues for observing new types of nonlinear optical phenonema, which can lead to important applications. In this talk, I will present a few of our works on these topics for demonstrating the capability and scope of our new optical lab.