We describe application of the technique of optically detected cyclotron resonance (ODCR) to the studies of exciton properties in quantum well structures of CdTe/CdMnTe in the limit of strong localization effects. Microwave-heated free carriers, at cyclotron resonance conditions, can site- or impurity-delocalise excitons, resulting in a strong modification of a low temperature photoluminescence. In consequence, the ODCR allows to study processes of carrier/exciton localization. We show that localization effects are very strong in quantum well structures of CdTe/CdMnTe with large Mn fractions in the CdMnTe barriers.