A quantum well is a potential well with only discrete energy values.
One technology to create a quantum well is to confine particles, which were originally free to move in three dimensions, to two dimensions, by forcing them to occupy a planar region. The effects of quantum confinement take place when the quantum well thickness becomes comparable to the de Broglie wavelength of the carriers (generally electrons and holes), leading to energy levels called "energy subbands", i.e., the carriers can only have discrete energy values.
Quantum wells are formed in semiconductors by having a material, like gallium arsenide, sandwiched between two layers of a material with a wider bandgap, like aluminium arsenide. (Other example: layer of indium gallium nitride sandwiched between two layers of gallium nitride.) These structures can be grown by molecular beam epitaxy or chemical vapor deposition with control of the layer thickness down to monolayers.
Thin metal films can also support quantum well states, in particular, metallic thin overlayers grown in metal and semiconductor surfaces. The electron (or hole) is confined by the vacuum-metal interface in one side, and in general, by an absolute gap with semiconductor substrates, or by a projected band gap with metal substrates.