To Understand how galaxies were assembled across the cosmic time remains one of the most outstanding questions in astronomy. The core of this question is how today's Hubble Sequence, namely the differentiation of galaxy morphology and its correlation to galaxy physical properties, is formed. In this thesis, we investigate the origin of the Hubble Sequence through galaxies at z~2, an epoch when the cosmic star formation activity reaches its peak and the properties of galaxies undergo dramatic transitions. Galaxies at z~2 have two important features that are distinct from nearby galaxies: much higher frequency of clumpy morphology in star-forming systems, and much compacter size. To understand the nature of the two features requires investigations on the sub-structure of galaxies in a multi-wavelength way. In this thesis, we study samples of galaxies that are selected from GOODS and HUDF, where ultra-deep and high-resolution optical and near-infrared images allow us to study the stellar populations of the sub-structures of galaxies at the rest-frame optical bands for the first time, to answer two questions: (1) the nature of kiloparsec-scale clumps in star-forming galaxies at z$\sim$2 and (2) the existence of color gradient and stellar population gradient in passively evolving galaxies at z~2, which may provide clues to the mechanisms of dramatic size evolution of this type of galaxies. We further design a set of color selection criteria to search for dusty star-forming galaxies and passively evolving galaxies at z~3 to explore the question: when today's Hubble Sequence has begun to appear.