Quantum optics studies how photons interact with other forms of matter, the understanding of which was crucial for the development of quantum mechanics as a whole. Starting from the photoelectric effect, the quantum property of light has led to the development of atomic physics, laser science, and nonlinear optics. The interaction between quantized photons and free electrons, as well as macroscopic mechanical objects, has only been experimentally investigated in recent years. The journey toward observing the manifestation of the quantum nature of photons constitutes most of this thesis in two particular settings: optomechanical interaction and free-electron interaction. Quantum optomechanics studies the quantum effects when macroscopic mechanical objects couple to an electromagnetic field. First developed for studying gravitational wave detection, it is now a platform for exploring the limits of quantum measurements. To date, most of the quantum effects have been demonstrated only with experiments at cryogenic temperatures. In the first half of this thesis, we discuss our effort to establish an experiment system, using the "membrane-in-the-middle" architecture, to demonstrate quantum optomechanical effects at room temperature, which is beneficial to the accessibility and widespread adoption of optomechanical technology. Specifically, we identify the competing physical processes that emerged at room temperature, which cause linear and nonlinear thermomechanical cavity frequency noise, as well as photothermal mechanical instability. Having understood these effects, we develop techniques, including phononic crystal mirrors, nonlinear noise cancellation, and high power-handling soft-clamped membranes, to resolve these challenges, which lead to the operation of a solid-state optomechanical system in the quantum regime at room temperature for the first time. With the system we developed, we demonstrate optomechanical squeezing, measurement of mechanical motion in the quantum limit, measurement-based feedback cooling close to the quantum ground state, and optomechanical sideband asymmetry. On the other hand, free-electron quantum optics studies the more fundamental interaction between a flying electron and quantum optical fields. The semi-classical interaction between free electrons and an intense laser field has been well studied, but the quantum nature of light remains elusive. By its energy-conserved nature, coherent cathodoluminescence can reveal the quantum nature of electron-light interaction under the right measurement setting. In the second half of this thesis, we discuss the theoretical investigation of the quantum optical interaction between free electrons and light and the experimental platform we developed using integrated photonic circuits. With a classical laser field, we observe efficient stimulated free-electron interaction with both linear and nonlinear optical fields. When the cavity is in a vacuum state, the quantum nature of electron-photon interaction is revealed in the form of coherent cathodoluminescence for the first time by analyzing the correlations of particle coincidence, thanks to complete control over the input-output ports of the used photonic device, as well as event-based electron detectors.