Multi-wavelength observations of Hickson's Compact Groups (HCGs) have shown that many of these groups are physical bound structures and are in different stage of evolution, from spiral-dominated systems to almost merged objects. Very few studies have analysed the Southern Compact Groups (SCGs) sample, which is thought to be younger that HCGs, due to an on average higher number of spiral galaxies. We present here the first results from optical and radio observations on a pilot sample of SCGs. Optical observations of SCGs obtained with ESO telescopes and radio data from the ATCA allow us to probe the distribution of the warm intra-group medium and the evolutionary stage of each group, by means of morphological studies and via measurements of star formation and other types of nuclear activity.