The colloidal nanocrystals (NCs) are nanometer-sized inorganic particles with distinctive properties from their extremely small size, high surface-to-volume ratio, and diverse morphologies. By tuning the assembly conditions, the NC will form diverse superstructures with specific crystalline lattices and precise chemical compositions. The interparticle coupling and collective physical phenomena that emerge makes these superstructures promising as novel optical and electrical materials. Understanding the driving force of assembly, crystal structure and defects of the superlattice, and their relationship with properties are still incomplete. In this work, we perform cation exchange, asymmetric modification, and oxidative etching to create distinctive NC building blocks for self-assembly. We characterize the diverse crystal structures comprised of these building blocks and investigate the driving factors behind the structure formation. We perform ligand exchange to enhance the coupling of neighboring building blocks and investigate the enhanced carrier transfer in the NC superlattices with the help of ultrafast spectroscopy. In the meantime, In-situ grazing incidence small-angle X-ray scattering (GISAXS) technique allows us to understand the kinetics of ligand exchange in the performed NC superlattice membranes for the first time. The ligand exchange will precisely control the inter-particle spacing and extent of coupling in the NC superlattice. NC superlattices have predominantly been producing as extend 2D thin films. In this work, we explore the use of emulsion confinement and non-solvent destabilization-driven self-assembly technique to prepare discrete 3-D superstructures (superparticles, superballs, etc.) with distinctive morphologies and crystalline structure. Their strong mechanical strength allows multi-step post-treatments including ligand exchange, thermal annealing, which further enhance the atomic fusion and orientational coupling, and generate promising optical and electrical properties.