The Sunyaev-Zeldovich ([57]; SZ) effect has proven to be an extremely powerful tool to study the physical and evolutionary properties of rich clusters of galaxies. Upcoming SZ experiments, with their much improved sensitivity and angular resolution, will provide unique information also on phases of galaxy evolution characterized by the presence of large amounts of hot proto-galactic gas. We present a preliminary analysis of the SZ signals that can be expected at the collapse of the proto-galaxy when, according to the standard scenario, the gas is heated at its virial temperature, and during episodes of strong energy injections from the active nucleus. The contributions of such signals to excess power on arc-minute scales recently found by CBI and BIMA experiments are briefly discussed.