Supercontinuum generated from a photonic crystal fiber is used to measure the nonlinear optical parameters in a large spectral range in a single scan. For the studies under high repetition rate ultrafast lasers, a numerical model has been considered to simulate the thermo-optic effects that confirm the experimental observations in a sample such as graphene. A novel dark core holey beam was generated with the pump-probe geometry. By constructing a Mach-Zehnder interferometer, its phase profile has been studied, with subsequent demonstration of the estimating the thermal conductivity of a material.