These are notes from introductory lectures given at the Ecole Normale in Paris and at the Strasbourg meeting dedicated to the memory of Claude Itzykson. I review in considerable detail and in a hopefully pedagogical way the work of Seiberg and Witten on $N=2$ supersymmetric $SU(2)$ gauge theory without extra matter. This presentation basically follows their original work, except in the last section where the low-energy effective action is obtained emphasizing more the relation between monodromies and differential equations rather than using elliptic curves.
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Adel Bilal (1996) studied this question.