This chapter, will be focused on the studies developed by different experts to know the prehistory and his evolution. Experts in archaeology, zoology, geography, history, biology (vegetal and molecular), biochemical and environmental economy, explain us methods used for getting us into this historical period. They have realised excavations in caves to know the use of the stone, identify the commercial activities or the rupestrian art. Also, the behaviour of the animal species and his evolution, as well as the study of the societies hunters and the coexistence of the Neanderthal with the Sapiens, between others.