The perfect instrument in spectroscopy measures spectra with high-resolution, high-sensitivity and in a small amount of time over a broad spectral range. Fourier-transform spectrometers (FTS) allow for both high resolution and broadband measurements thanks to their multiplex advantage. By coupling the light source to an optical cavity, the sensitivity of the instrument is considerably increased since the interaction length of the light with the sample is increased by several orders of magnitude (reaching kilometric interaction lengths). The use of frequency combs allows to increase the precision of the measurement and to surpass the maximum resolution of conventional FTS. Finally, when performing spectroscopy of complex molecules in the gas phase at high resolution, spectra are highly congested because many energy levels are populated, allowing a great number of transitions to occur. This results in difficulties to assign each transition to its corresponding energy levels. The advent of the buffer gas cooling technique that permits to cool down atoms and molecules to cryogenic temperatures opens the door to go beyond the state of the art in terms of molecular complexity with the study of large and heavy molecules at relatively high frequencies (NIR,VIS). The objective of this PhD thesis is to present the design, the fabrication and the characterization of an instrument that will ultimately embody all these features, allowing for the study of large molecules in the gaseous phase in the near-infrared and visible regions of the light spectrum. In its final form, it will consist of a frequency comb as a light source, a FTS as a spectrum analyzer and a buffer gas cooling setup in order to perform the spectroscopy of cold molecules, the required sensitivity being achieved by making the measurements within an optical cavity. (SC - Sciences) -- UCL, 2022