Despite the numerous efforts devoted to its characterization, general understanding of the holographic duality has only been majoritarily achieved around the regimes where the gravitational description becomes semiclassical. Consequently, the gauge-to-gravity direction of the duality is far less exploited than the opposite one, despite its conceptual relevance. Having available results for strongly coupled gauge theories would be of a great help in addressing holography in this comparatively underdevelopped direction, and they would set a fertile ground to test, refine and understand the holographic conjecture. These type of predictions are hard to come by, but not inexistent: non-renormalized magnitudes constitute their most paradigmatic example, and recently different techniques have obtained exact results at arbitrary coupling for specific observable sectors. This thesis studies specifically one of these techniques, known as supersymmetric localization, and its role in shoring AdS/CFT. In particular, it restricts its analysis to a specific type of theory: Lagrangian mathcal{N}=2 SYM, and for specific results: half-BPS Wilson circular loops. Despite the testing grounds of this thesis have been narrowed down to very particular examples, several interesting insights are put forward by its results: A first observation is that the exact functional dependence we obtain from localization offer a guide on how to extend holographic predictions from their validity regime to a finite gauge range which produces plausible results, although a great care has to be taken in this process. Complementarily, the study of this parametric dependence for gauge mathcal{N}=4 theories with gauge Lie algebras presents two suggestive patterns: On the one hand, 't Hooft's topological expansion presents, at least for charges in fundamental representations, an underlying structure that relates sectors with different number of crosscaps among themselves. On the other hand, the matrix model structure obtained in the localization process can be interpreted in terms of a fermionic quantum mechanics, which at the 't Hooft limit matches the “bubbling geometry” structure of Lin, Lunin and Maldacena, but which persists at finite gauge group range. Finally, the comparison of localization results within a more general type of construction is presented. The specific set of theories considered contains both examples with semiclassical holographic duals and examples where this type of geometry is precluded. Supersymmetric field predictions in this case differentiate both groups with qualitatively different behaviours in the matrix model. This suggests a possible connexion between the matrix model structure and the semiclassical spacetime codification in the dual field theory. Similar observations have been made in the literature.