This article reports the design, construction, and first use of an experimental device consisting of a specially designed vacuum chamber equipped with a reactive sputtering magnetron (RSM) to be used for controlled deposition of thin films on a Si(100) flat substrate. The setup was designed to allow for in situ and real-time recordings of X-ray diffraction patterns during the growth of the deposited films and was installed in the X-ray diffraction and spectroscopy beamline emerging from a superconducting wiggler source at the Brazilian Synchrotron Light Laboratory. The first use of the RSM setup was an in situ and real-time X-ray diffraction study of processes of growth of multilayered aluminum nitride thin films, whereas the operation parameters of the reactor were sequentially changed. This sequential process led to the development of multilayered films. Alternate variations in chamber pressure and magnetron power density allowed us to obtain thin films composed of several micrometer thick layers, with alternate amorphous and (10.0), (00.2), or (10.1) textured polycrystalline structures.