  Massive X-ray binaries are formed by a compact object that accretes matter
from the stellar wind of an early-type donor star. In some of these systems,
called microquasars, relativistic jets are launched from the surroundings of
the compact object. Such jets interact with the photon field of the companion
star, the stellar wind, and, at large distances, with the interstellar medium.
In this paper I will review the main results of such interactions with
particular emphasis on the production of high-energy photons and neutrinos. The
case of some specific systems, like LS I +61 303, will be discussed in some
detail. Prospects for future observations at different wavelengths of this type
of objects will be presented.
