  In these lectures we present a detailed description of various aspects of
gauge theories with extended N=2 and N=4 supersymmetry that are at the basis of
recently found exact results. These results include the exact calculation of
the low energy effective action for the light degrees of freedom in the N=2
super Yang-Mills theory and the conjecture, supported by some checks, that the
N=4 super Yang-Mills theory is dual in the sense of Montonen-Olive.
