Reflection, luminescence (PL), and luminescence excitation (PLE) spectra of a CdTe/CdMnTe heterostructure with quantum wells of different thicknesses are studied. It has been found that at low temperatures light emission comes from localized exciton states of quantum wells. The PLE spectra show that the contributions of excitons and free carriers to the population of quantum well depend on its thickness. The ratio of these contributions affects the dependence of the quantum well luminescence intensity on the level of optical excitation. It has been established that the coupling of quantum wells, separated by thick barrier layers, occurs through exciton excited states.