The technique of pulsed laser deposition has been applied for growth of thin films, quantum well structures and nanocrystals of Cd1-xMnxTe semimagnetic semiconductor. The advantage of this method in the case of nanocrystals is the possibility to avoid in part strong oxidation of small particles embedded in the SiO2 matrix. Characterization of the obtained thin films and nanocrystals was carried out by X-ray diffraction, optical absorption and Faraday rotation investigations. The results of magneto-optical studies suggest the modification of exchange interactions within both electronic and magnetic subsystems for low-dimensional structures on the base of semimagnetic semiconductors.