The study of integrable models is one of the most exciting areas of modern theoretical physics. It has inspired physicists and mathematicians over the last 40 years, with a continuing progress in theoretical ideas. On the other hand, there are direct connections to experimental physics: in the last ten years it has become possible to realize integrable models with the help of optical and magnetic traps. This presents a novel opportunity to study strongly interacting quantum systems. The present work is a PhD thesis which concerns a certain sub-class of integrable models, namely integrable Quantum Field Theories. The main goal of the thesis is to obtain correlation functions of local observables at finite temperatures. A new finite volume regularization scheme is introduced, which is built upon the knowledge of form factors in the finite volume. The thesis also includes an introductory chapter, where the basic concepts of integrable QFT and Conformal Field Theory are explained.