In these lecture notes (arXiv:2202.09170) it is reviewed how multi-messenger astronomy provides for the observation of the same astronomical event with different kind of telescopes at the same time: optical observations, X-rays, gamma-ray bursts, neutrinos and, most recently, gravitational waves are just few examples of the several points of view from which an astronomical event can be observed and analyzed. Cosmic rays play an important role in multi-messenger astronomy and, for this reason, it is important to deepen the study of their sources and to understand the mechanisms behind their acceleration in astronomical environments.