The Sun is a plasma laboratory for astrophysics, which allows us to investigate many important phenomena in turbulent magnetized plasma in detail. Solar Dynamics Observatory (SDO) launched in February 2010 provides unique information about plasma processes from the interior to the corona. The primary processes of magnetic field generation and formation of magnetic structures are hidden beneath the visible surface. Helioseismic diagnostics, based on observations and analysis of solar oscillations and waves, give insights into the physical processes in the solar interior and mechanisms of solar magnetic activity. In addition, simultaneous high-resolution multi-wavelength observations of the solar corona provide opportunity to investigate in unprecedented detail the coronal dynamics and links to the interior processes. These capabilities are illustrated by initial results on the large-scale dynamics of the Sun, the subsurface structure and dynamics of a sunspot and observations of a X-class solar flare.