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Matter exists in the cores of planets and the crusts of neutron stars, as well as the inside of inertial fusion experiments, in the warm dense matter (WDM) regime. This type of matter, defined by temperatures of several electronvolts and densities comparable to solids, is characterised by long-range Coulomb interactions between ions and non-negligible electron degeneracy, and is therefore inherently difficult to model theoretically. In this work, time resolved X-ray diffraction is used to study the temporal evolution of a laser-heated gold sample, from solid state towards WDM. The electron-ion equilibration time is extracted through the use of molecular dynamics simulations employing the two-temperature model, with the results compared to other methods. Laser-produced X-ray sources are focused to high intensities, through the use of a polycapillary lens. This setup is thoroughly characterised, with the results suggesting a vastly improved signal-to-noise ratio could be achieved in many pump-probe experiments by employing this schematic. Numerical predictions for the dynamic ion-ion structure factor of warm dense aluminium are presented, with significant changes observed when dissipative processes are included by Langevin dynamics. The results are compared to recent experimental data, suggesting electron-ion dynamical effects could play a crucial role in the dynamic properties of matter in the WDM regime. more...