Do bodies other than the sun, the planets and their satellites exist ?

Yes, there are other bodies too. The asteroids are forming a "belt" between Mars and Jupiter and they aree believed to result from the breaking of a planet, called Phaeton, if I remember well. Another theory claims that they never made-up a planet, the material failed to accrete into one. You can also find comets, and, beyond Neptun there is an entire class of celestian bodies called the TNO (Transneptunian Objects)