You'll have to be more specific about what you want to know.
1. What is your current educational background in physics ?
2. What do you want to know about a quantum well ? Is a definition enough ? I can think of at least several tens of pages of text that are relevant to your question in some way or the other.
A few relevant topics that come to mind (beyond just a basic definition) are :
1. Growth of quantum wells (heterostructures)
2. Solving the Time Indep. Schrödinger Equation for wells of different shapes
3. Tunneling
4. Approximations : WKB, Perturbation theory, Variational methods, tight binding, etc.
5. Band structure, transitions between bands and sub-bands, optical properties
6. 2D Electrons in Electric and Magnetic fields - the Quantum Hall states
For a definition, and a starting point :
http://en.wikipedia.org/wiki/Quantum_well