Due to its exceptional dimensional stability in harsh thermal conditions and excellent mechanical and optical properties, Corning ultra-low expansion (ULE^®) glass is the material of choice in many high-demanding fields such as aerospace, astronomy, and advanced optics. This material has recently attracted renewed attention with the advent of femtosecond laser technology, with a particular focus on the interaction of ultrafast pulses and the material itself. Phenomena like the formation of self-assembled nanogratings and their thermal stability as well as the darkening of laser-affected zones have then been characterized. This paper presents how to exploit femtosecond selective laser etching (SLE) techniques to manufacture truly three-dimensional (3D) components. To demonstrate the micron-scale accuracy and repeatability of this process from the mm- to the cm-size range, various devices are designed and fabricated: fiber hole arrays with different hole densities, sizes, orientations, and shapes; and fiber V-groove arrays. Additionally, a mechanical flexural fiber mount is presented as an example of how multiple functionalities can be monolithically integrated into a single piece of glass through SLE technology. An example of a passive alignment substrate for optical components is also shown. SLE technique represents a new advancement in the field of microscale manufacturing, enabling the scalable production of custom-designed ULE^® glass structures with unprecedented precision and complexity, paving the way for the miniaturized integration of highly stable components.