Comparative cathodoluminescence (CL) study of the molecular-beam epitaxy grown ZnCdSe/ZnSe multiquantum well (MQW) structures differing by the number of QWs (4, 15, 30, 100) has been carried out. The total thickness of MQW part for all structures equals 1.5 mu m. The CL intensity of the four QW structure has been found to be the highest, which provides evidence on the high efficiency of the carrier collection into QWs even in the case when the ZnSe barrier thickness is as large as 0.5 mu m. Cleaved edge cavities for transverse e-beam pumping have been cleaved from these structures but a lasing action has been achieved on the four QW structures only because of the highest carrier compression in this structure. Based on the independence of the carrier collection efficiency on the barrier thickness, the estimation of the optimal number of QWs in the e-beam pumped MQW vertical cavity surface emitting lasers has been carried out. The MQW structure with only five QWs should be used for the cavity losses to be as small as 0.01 in a single pass of the cavity.