Statistical physics can help us to understand biological processes and biological data. Indeed, multiple biological processes are stochastic and analogous to random walks. In addition, biological data can often be understood as being sampled from distributions of random variables. Statistical-physics inspired data analysis and inference methods can then help us to make sense of such data. I will show some concrete examples where statistical physics allows us to describe biological evolution, from the scale of proteins to the scale of microbial populations. In particular, I will discuss the inference of protein structure and interactions from sequence data, and the impact of spatial structure and variable environment on evolving microbial populations.