A quantum well is a potential well in one crytalographic direction with only discrete energy values. They are formed in semiconductor heterostructures by having a material, like GaAs sandwiched between two layers of a material with a wider bandgap, like AlGaAs.  These structures can be grown by molecular beam epitaxy with control of the layer thickness down to monolayers. Charged carries are confined in one direction but free in the perpendicular plane.