The interstellar medium (ISM) plays a major role in galaxy evolution. Feedback from stars, in particular, drives several processes responsible for the global properties of a galaxy. However, the efficiency of these processes is related to the properties and structure of the different gas and dust ISM phases and remains uncertain.Due to the increased sensitivity and resolution of the new far-infrared (FIR) and submillimeter facilities (such as the Herschel Space Observatory, SOFIA and ALMA, in particular), it now becomes possible to study in detail the interplay between star formation and the surrounding ISM phases. This work focuses on the physical properties of the gas in the Magellanic Clouds. The Large Magellanic Cloud and the Small Mage...