In this Thesis, I study the formation and chemical evolution of the Milky Way by means of new and detailed chemical evolution models in the light of the most recent data from Galactic surveys and missions. Indeed, we are in a golden era for Galactic Archaeology thanks to the advent of several Galactic spectroscopic surveys and missions. In fact, in recent years, many spectroscopic surveys and projects have been developed in order to study the formation and evolution of our Galaxy. Moreover, Gaia mission is enhancing the value of these surveys. In this way, detailed stellar abundances of stars in the Milky Way can be measured. Then, by means of detailed chemical evolution models it is possible to predict the chemical abundances expected in the stars of each Galactic component: the halo, the thick disc and thin discs, and the bulge. From the comparison between data and model predictions, it is possible to reconstruct the history of star formation occurred in each component, and thus the history of formation and evolution of the entire Galaxy, to which this Thesis is devoted. In Chapter 1, I give a general introduction about the Milky Way and its main Galactic components, and then I present the goal and the structure of this Thesis. In Chapter 2, I describe in details the method used in this work, i.e. Galactic chemical evolution models with the fundamental ingredients and complete equations of chemical evolution. In successive Chapters, I show the original results of my work. In particular, in Chapter 3, I present the chemical evolution models that I developed for the Galactic thick and thin discs in the solar neighbourhood, both a revised two-infall model and the parallel one. In Chapter 4, I extend the study also to the other Galactocentric distances and explore abundance gradients along the Galactic thin disc, investigating the main physical processes affecting them. In Chapter 5, I present the chemical evolution models implemented for the Galactic bulge and discuss the origin of different stellar populations in this Galactic component from chemical abundances. In Chapter 6 and 7, I apply the reference models developed for the Galactic discs and bulge to study the chemical evolution from lithium to europium, respectively. Finally, in Chapter 8, I summarize the main conclusions of this Thesis and outline future prospects arising from them.