In a changing climate world, extreme weather and climate events have become more frequent and severe, and are expected to continue increasing in this century and beyond. Unprecedented extremes in temperature, heavy precipitation, droughts, storms, river floodings and related hot and dry compound events have increased over the last decades, impacting negatively broad socio-economic spheres (such as agriculture), producing several damages to infrastructure, but also putting in risk human well-being, to name but a few. The above have raised many concerns in our society and within the scientific community about our current climate but our projected future. Thus, a better understanding of the climate and the possible changes we will face, is strongly needed. . In order to give answers to those questions, and address a wide range of uncertainties, very large data volumes are needed across different spatial (from local-regional to global) and temporal scales (past, current, future), but sources are multiple (observations, satellite, models, reanalysis, etc), and their resolution may vary each other. To deal with huge amounts of information, and take advantage of their different resolution and properties, high-computational techniques within Artificial Intelligence models are explored in climate and weather research. In this short-course, a novel method using Deep Learning models to detect and characterize extreme weather and climate events will be presented. This method can be applied to several types of extreme events, but a first implementation on which we will focus in the short-course, is its ability to detect past heatwaves. Discussions will take place on the method, and also its applicability to different types of extreme events. The course will be developed in python, but we encourage the climate and weather community to join the short-course and the discussion!