The growing trove of precision astrometric observations from the Gaia space telescope and other surveys is revealing the structure and dynamics of the Milky Way in ever more exquisite detail. We summarize the current status of our understanding of the structure and the characteristics of the Milky Way, and we review the emerging picture: the Milky Way is evolving through interactions with the massive satellite galaxies that stud its volume, with evidence pointing to a cataclysmic past. It is also woven with stellar streams, and observations of streams, satellites, and field stars offer new constraints on its dark matter, both on its spatial distribution and its fundamental nature. The recent years have brought much focus to the study of dwarf galaxies found within our Galaxy's halo and their internal matter distributions. In this review, we focus on the predictions of the cold dark matter paradigm at small mass scales through precision astrometric measurements, and we summarize the modern consensus on the extent to which small-scale probes are consistent with this paradigm. We note the discovery prospects of these studies, and also how they intertwine with probes of the dynamics and evolution of the Milky Way in various and distinct ways.