Understanding galaxy evolution is one of the most active research fields in astronomy today. The Milky Way, our home galaxy can be observed on a star-by-star basis, something impossible in other galaxies and is therefore a natural benchmark for testing in detail galaxy formation theories. Therefore, many recent and ongoing large scale surveys have been carried out, providing an unprecedented collection of data to analyze. It is however challenging from the Sun's perspective to infer the current state of the Galaxy. In the work presented here dynamical equilibrium models of the Galaxy in its current state are built, a key element for later inferring its formation history. The dynamics of stars and dark matter are modeled in a self-consistent way, reproducing as many datasets as possible using the flexible Made-to-Measure method. An inside-out approach is adopted, starting by focusing on the galactic bulge before moving out to the larger scales, the galactic bar and the nearby disk. First a set of dynamical models of the galactic bulge with different dark matter fractions is made Chapter 2. Those models are fitted to reproduce both the 3D density of bulge stars, with their boxy/peanut shape, and the radial stellar kinematics in bulge fields measured by the BRAVA spectroscopic survey. Results from the modelling of different stellar and dark matter masses in the bulge lead to the most accurate measurement of the total dynamical mass of the galactic bulge up to date, of 1.84 ± 0.07 × 1010 M⊙ in a volume of (± 2.2 × ±1.4 × ±1.2) kpc oriented along the bulge's principal axis. The orbital structure of the boxy/peanut shape in these dynamical models is then analyzed (Chapter 3). The boxy/peanut shape is found to be supported by novel brezel-like orbits, from which a strong peanut shape with a relatively short extension can be built, thus showing that boxy/peanut bulges are not necessarily supported by the so-called banana orbits as had been previously claimed in the literature. Outside the central 2 kpc, the galactic bulge smoothly segues into the long bar. Taking advantage of recent new data, the modelling was extended to the entire long bar region (Chapter 4). Additional data were added to the previous bulge models, mainly the distribution of Red Clump Giants in the bar region from a combination of the VVV, UKIDSS and 2MASS photometric surveys together with stellar kinematics as a function of distance along the line of sight from the ARGOS survey. By modelling the dynamics of the bar region, the pattern speed of the galactic bulge and bar is found to be 39.0 ± 3.5 km s-1 kpc-1. This places the bar corotation radius at 6.1 ± 0.5 kpc, making the Milky Way bar a typical fast rotator. The stellar mass of the long bar and bulge structure is evaluated to Mbar/bulge = 1.88 ± 0.12 x 1010 M⊙, larger than the mass of disk in the bar region, Minner disk = 1.29 ± 0.12 x 1010 M⊙. Thanks to more extended kinematic datasets and recent measurement of the bulge IMF, the dark matter is found to account for 17 % ± 2 % of the mass in the bulge, with a density profile that flattens from the solar neighborhood to a shallow cusp or core in the bulge region. Finally, dynamical evidence for an extra central mass of 2∼109 M⊙ is found, probably in a nuclear disk or disky pseudobulge. This dynamical model of the bar region provides both the gravitational potential and a consistent library of N-body orbits that can be used as a basis for more advanced modelling of the Galaxy. Recent and future spectroscopic surveys such as APOGEE or GALAH will provide hundreds of thousands of stellar abundances of elements that can allow tracing back the formation history of the Galaxy. Chemodynamical models, a natural extension of the dynamical models to also include chemical information, will be vital to understand these new data. To this end, the Made-to-Measure method was extended to include the metallicity distribution of stars, hence constructing the first Made-to-Measure chemodynamical model (Chapter 5). This method was applied to the ARGOS and APOGEE data to successfully fit with the dynamical model of the galactic bar the spatial and kinematic variations of the metallicity in the inner Galaxy. The resulting phase-space distribution of the different metallicity components in the inner Galaxy is then analyzed. The variations as a function of metallicity observed in the data are described and explained in term of differences in spatial, kinematic and orbital structure. This demonstrates that chemodynamical models of the barred inner Milky Way can be constructed using the Made-to-Measure method. Such models describe the present chemodynamical state of the Galaxy and will in the future be a valuable resource in confronting galactic evolution simulations.