Absorption-line systems detected in high resolution quasar spectra can be used to compare the value of dimensionless fundamental constants such as the fine-structure constant, alpha, and the proton-to-electron mass ratio, mu = m_p/m_e, as measured in remote regions of the Universe to their value today on Earth. In recent years, some evidence has emerged of small temporal and also spatial variations in alpha on cosmological scales which may reach a fractional level of 10 ppm . We are conducting a Large Programme of observations with VLT UVES to explore these variations. We here provide a general overview of the Large Programme and report on the first results for these two constants, discussed in detail in Molaro et al. and Rahmani et al. A stringent bound for Delta(alpha)/Alpha is obtained for the absorber at_abs = 1.6919 towards HE 2217-2818. The absorption profile is complex with several very narrow features, and is modeled with 32 velocity components. The relative variation in alpha in this system is +1.3+-2.4_{stat}+-1.0_{sys} ppm if Al II lambda 1670AA and three Fe II transitions are used, and +1.1+-2.6_{stat} ppm in a lightly different analysis with only Fe II transitions used. The expectation at this sky position of the recently-reported dipolar variation of alpha is (3.2--5.4)+-1.7 ppm depending on dipole model. This constraint of Delta(alpha)/alpha at face value is not supporting this expectation but is not inconsistent with it at the 3 sigma level. For the proton-to-electron mass ratio the analysis of the H_2 absorption lines of the z_{abs}~2.4018 damped Ly alpha system towards HE 0027- 1836 provides Delta(mu)/mu = (-7.6 +- 8.1_{stat} +- 6.3_{sys}) ppm which is also consistent with a null variation. (abridged)
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