String Theory is widely known by its fantastic predictions in Cosmology and Particle Physics, but far away from this topics, String Theory has a strong feature: its mathematical structure. On the picture of String Theory, when we consider a collection of p-branes, we find a space-time geometry (a Gravity Theory in d+1 dimensions) that can be related to Conformal Theories (that live in d dimensions) with the particularity that the couplings of both theories are inverse-related when we impose the correct conditions (the Large N_c expansion). The main objective of this talk is to introduce the basic ideas in order to obtain the Correspondence (in the extremal case) between the Supergravity Type IIB (SUGRA IIB) in the Bulk of AdS₅ with the N = 4 Super Yang-Mills theory (N = 4 SYN) living on the boundary of same space.