We relate the dynamical behavior of molecular liquids confined in mesoscopic cylindrical pores to the thermodynamic properties, heat capacity and density and to the static structure by combining different experimental methods (H-NMR, calorimetry, elastic and inelastic neutron scattering, numerical simulations). The crystallization process is greatly reduced or avoided by confinement under standard cooling conditions, instead a glass transition temperature T g at the 1000 s time scale can be observed. The pore averaged local structure of the confined liquid is not noticeably affected when "excluded-volume" corrections are carefully applied, but follows the density changes reflected by the Bragg peak intensities of the porous matrices. The pore size dependence of T g is dominated by two factors, surface interaction and finite-size effect. For the smallest pores (d ≤ 10σ, σ being the van der Waals radius of a molecule), one observes an increase of Tg and a broadening of the transition region, related to the interaction with the surface that induces a slowing-down of the molecules close to the wall. This is confirmed by neutron scattering experiments and molecular-dynamics simulations at shorter time scales and higher temperatures, which indicate a remaining fraction of frozen molecules. For larger pore sizes, taking the decrease of density under confinement conditions into account, a decrease of T g is observed. This could be related to finite-size effects onto the putative cooperativity length that is often invoked to explain glass formation. However, no quantitative determination of this length (not to mention its T-dependence) can be extracted, since the interaction with the wall itself introduces an additional length that adds to the complexity of the problem. PACS. 64.70.Pf Glass transitions-65.20.+w Thermal properties of liquids: heat capacity, thermal expansion , etc.-61.12.-q Neutron diffraction and scattering