Photonic integrated circuit (PIC) in the visible spectrum opens up new opportunities for frequency metrology, neurophotonics, and quantum technologies. Group III nitride (III-N) compound semiconductor is a new emerging material platform for PIC in visible spectrum. The ultra-wide bandgap of aluminum nitride (AlN) allows broadband transparency. The high quantum efficiency of indium gallium nitride (InGaN) quantum well is the major enabler for solid-state lighting and provides the opportunities for active photonic integration. Additionally, the two-dimensional electron gas induced by spontaneous and polarization charges within III-N materials exhibit large electron mobility, which is promising for the development of high frequency transistors. Moreover, the noncentrosymmetric crystalline structure gives nonzero second order susceptibility, beneficial for the application of second harmonic generation and entangled photon generation in nonlinear and quantum optical technologies. Despite the promising features of III-N materials, the investigations on the III-N based PICs are still primitive, mainly due to the difficulties in material growth and the lack of knowledge on fundamental material parameters. In this work, firstly, the fundamental nonlinear optical properties of III-N materials will be characterized. Then, the fabrication process flow of III-N materials will be established. Thirdly, the waveguide performance will be theoretically and experimentally evaluated. At last, the supercontinuum generation from visible to infrared will be demonstrated by utilizing soliton dynamics in high order guided modes. The outcome from this work paves the way towards fully integrated optical comb in UV and visible spectrum.