In this work we study microwimmers, whether colloids or polymers, embedded in bulk or in confinement. We explicitly consider hydrodynamic interactions and simulate the swimmers via an implementation inspired by the squirmer model. Concerning the surrounding fluid, we employ a Dissipative Particle Dynamics scheme. Differently from the Lattice-Boltzmann technique, on the one side this approach allows us to properly deal not only with hydrodynamics but also with thermal fluctuations. On the other side, this approach enables us to study microwimmers with complex shapes, ranging from spherical colloids to polymers. To start with, we study a simple spherical colloid. We analyze the features of the velocity fields of the surrounding solvent, when the colloid is a pusher, a puller or a neutral swimmer either in bulk or confined in a cylindrical channel. Next, we characterise its dynamical behaviour by computing the mean square displacement and the long time diffusion when the active colloid is in bulk or in a channel (varying its radius) and analyze the orientation autocorrelation function in the latter case. While the three studied squirmer types are characterised by the same bulk diffusion, the cylindrical confinement considerably modulates the diffusion and the orientation autocorrelation function. Finally, we focus our attention on a more complex shape: an active polymer. We first characterise the structural features computing its radius of gyration when in bulk or in cylindrical confinement, and compare to known results obtained without hydrodynamics. Next, we characterise the dynamical behaviour of the active polymer by computing its mean square displacement and the long time diffusion. On the one hand, both diffusion and radius of gyration decrease due to the hydrodynamic interaction when the system is in bulk. On the other hand, the effect of confinement is to decrease the radius of gyration, disturbing the motion of the polymer and thus reducing its diffusion.