The Herschel and Planck satellites have started imaging the sky at far-IR to mm wavelengths with an unprecedented combination of sky and spectral coverage, angular resolution, and sensitivity, thus opening the last window of the electromagnetic spectrum on the Galaxy. Dedicated observing programs on Herschel and the Planck all-sky survey will provide the first complete view at cold dust across the Galaxy, opening new perspectives on the structure and dynamical evolution of the Milky Way relevant to Gaia. The analysis and modelling of these observations will contribute to our understanding of two key questions: how do stars form from interstellar matter? how are the interstellar medium and the magnetic field dynamically coupled? The comparison with Gaia observations will contribute to build a 3D model of the Galactic extinction taking into account dust evolution between ISM components