A plasma sprayed coating is built by the impact of molten or semi-molten particles on the substrate or previously deposited layers. The flattening droplets forms splats which solidify in very short times (a few mus). Coatings result from the layering of successive splats. To achieve a better understanding of this complex process with time scales ranging between 0.1 musec and hundreds of sec, it is a prerequisite to perform measurements and modellings of the plasma flow, particles in-flight and at impact as well as splats layering. This paper presents what is the actual state of the art in these fields.