This thesis titled "Development of Advanced Single-Molecule Fluorescence Microscopy Techniques and their Application for the Study of Protein-Protein Interactions in the Context of Immunological Signaling'' aims to make single-molecule imaging and the study of protein-protein interactions on membranes more accessible to the research community by providing new single-molecule fluorescence microscopy tools and techniques, and sharing them following an open-science approach. Besides the design, assembly, and characterization of a custom single-molecule TIRF microscope specifically tailored for live-cell and single-molecule imaging applications, the author presents an experimental platform designed for single-molecule analysis of ligand-induced binding, which was employed to investigate purified interleukin-2 and -15 receptors reconstituted on supported lipid bilayers. Furthermore, the author presents a novel approach called DNA-PAINT single-particle tracking (DNA-PAINT-SPT), an innovative method designed to extend single-molecule trajectory lengths of membrane proteins in live cells and reconstitution experiments. In the thesis, this method is applied for extensive quantitative studies of the binding kinetics of a membrane-anchored protein homodimer. Overall, the developments and applications presented in this thesis contribute to the advancement of single-molecule fluorescence microscopy techniques and open up new possibilities for investigating protein-protein interactions and immunological signaling in greater detail.