  These lectures contain an introduction to instantons, calorons and dyons of
the Yang--Mills gauge theory. Since we are interested in the mechanism of
confinement and of the deconfinement phase transition at some critical
temperature, the Yang--Mills theory is formulated and studied at nonzero
temperatures. We introduce ``calorons with a nontrivial holonomy'' that are
generalizations of instantons and can be viewed as ``made of'' constituent
dyons. The quantum weight with which these calorons contribute to the
Yang--Mills partition function is considered, and the ensuing statistical
mechanics of the ensemble of interacting dyons is discussed. We argue that a
simple semiclassical picture based on dyons satisfies all known criteria of
confinement and explains the confinement-deconfinement phase transition. This
refers not only to the SU(N) gauge groups where dyons lead to the expected
behaviour of the observables with N, but also to the exceptional G(2) group
whose group center, unlike SU(N), is trivial. Despite being centerless, the
G(2) gauge group possesses confinement at low temperatures, and a 1st order
deconfinement transition, according to several latest lattice simulations,
indicating that confinement-deconfinement is not related to the group center.
Dyons, however, reproduce this behaviour.
