The typical energy scales that arise from dipolar interaction between Rydberg atoms are orders of magnitude bigger than those related to the interaction between atoms and molecules at the ground level. A length scale of several micrometres stems from that strong interaction, which is the cause of the so-called dipole blockade effect, or the suppression of excitation of Rydberg atoms within dense atomic clouds. In the first part of this thesis, we study the possibility of using this effect to the deterministic excitation of a single atom within a Bose-Einstein condensate in a magnetic trap created on an atom chip. In a second part, we study the dipolar interaction of Rydberg atoms in dense ensembles, through microwave spectroscopy of transitions between Rydberg levels close in energy. These ensembles are created by laser excitation of Rb87 atoms initially in the ground level, trapped in a dense, cold cloud. The spectra of the microwave transitions are broadened and shifted, due to dipolar interaction. The study of these spectra then allows to infer several aspects of the spatial distribution of the Rydberg atoms, which reveals different excitation processes depending whether the laser light is in resonance or shifted with respect to the Rydberg transition. The mechanical evolution of the Rydberg atom cloud as a function of their mutual repulsive interaction was also observed, by performing microwave spectroscopy at different delays from the laser excitation. By these observations we show that, for time scales bigger than 10µs, their movement must be taken into account if one wants to understand the dynamics of the Rydberg excitation in dense atomic clouds.