Epitaxial quantum dots formed by III-V compound semiconductors are excellent sources of nonclassical photons, creating single photons and entangled multi-photon states on demand. Their semiconductor nature allows for a straightforward combination with mature integrated photonic technologies, leading to novel functional devices at the single-photon level. Integrating a quantum dot into a carefully engineered photonic cavity enables control of the radiative decay rate using the Purcell effect and the realization of photon-photon nonlinear gates. In this review, we introduce the basis of epitaxial quantum dots and discuss their applications as non-classical light sources. We highlight two interfaces-one between flying photons and the quantum-dot dipole, and the other between the photons and the spin. We summarize the recent development of integrated photonics and reconfigurable devices that have been combined with quantum dots or are suitable for hybrid integration. Finally, we provide an outlook of employing quantum-dot platforms for practical applications in large-scale quantum computation and the quantum Internet.