Abstract: The highest-energy particles discovered in Nature are ultra-high-energy cosmic rays (UHECR). They carry energies orders of magnitude higher than that reached by man-made accelerators. Technological advances in the past thirty years have enabled us to precisely characterize the flux, composition, and arrival directions of UHECR. The Pierre Auger Observatory, the largest cosmic-ray experiment on Earth, is an observatory dedicated to the study of UHECR by detecting air showers produced in Earth's atmosphere. Additionally, the cubic-kilometer IceCube Neutrino Observatory has discovered a diffuse flux of high-energy astrophysical neutrinos at PeV energies. However, the origins of UHECR remain an enduring mystery, and their connections with IceCube neutrinos remain unclear. In this talk, I will review the state-of-the-art for our understanding of the UHE Universe and propose a road map that combines measurements from Pierre Auger, IceCube and other multi-messenger partners, utilizing data of UHE photons and astrophysical neutrinos, for the detection of the first possible UHE source.