In the centre of our Galaxy lies Sgr~A*, a $3.5 \times 10^6$ solar mass black
hole, immersed in a star cluster with dozens of massive stars. The very low
luminosity of Sgr~A*, and the presence of young stars in the close proximity
of a super-massive black hole, make the Galactic centre a very interesting
region on its own. Moreover, its proximity allows the study of the physics of
galactic nuclei with a level of detail unattainable in any other system.
In this thesis, we first show that the interaction of massive stars
with an accretion disc would appear as strongly variable emission in
the near infra-red. Since observations have not shown this
variability, we strongly constrain the current existence of such a
disc in the Galactic centre. We argue however that a massive gaseous
disc existed around Sgr~A* only a few million years ago. The evidence
for this idea comes from the presence of young massive stars in two
stellar discs. We estimate the properties of the gaseous disc that
gave rise to the massive stars, and we analyse the stellar orbits to
constrain this scenario. A related but separate topic presented here
is the role of the stellar winds expelled by the same stars in feeding
Sgr~A* and shaping its immediate gaseous environment. We find that a
fraction of these stellar winds form cold clumps that coexist with the
X-ray emitting gas, forming a two-phase medium. Only a small fraction
of the gas is captured by Sgr~A*, with an accretion rate strongly
variable on time-scales of hundreds of years. This variability
suggests that the time-averaged energy output of Sgr~A* may be much
larger than what is currently observed.