Cold atoms represent an ideal platform for the implementation of second-generation quantum technologies. Particularly interesting opportunities emerge from a coherent coupling of the atoms to single-mode light fields enabled by resonant optical cavities. In this lecture, after a general introduction into the world of cold atoms, I will present two of our research lines. In the first one, we study the interaction of ultracold atoms with a ring cavity in parameter regimes suitable for the creation of non-classical collective states of the atomic cloud with possible application in Heisenberg-limited interferometry. The regime may also allow for a global synchronization of the atomic dipoles with application in superradiant lasing. In a second research line, we are setting up a high sensitivity matter-wave interferometer for inertial sensing and gravimetry. It is based on observing in real time Bloch oscillations performed by atoms located inside a periodic optical lattice formed by two counter-propagating modes of the a cavity and exploits the fact that the periodicity of the oscillations is strictly proportional to external forces.