In this review several issues concerning the growth by molecular beam epitaxy of thin layers, quantum wells and superlattices of diluted magnetic semiconductors will be discussed. More specifically, systems consisting of CdTe and Cd1-xMnxTe with relatively high values of the molar fraction x are discussed. Since the systems in question are often highly strained due to large differences in their lattice parameters, special attention is paid to the problem of suitable buffers. Further, the problem of quality of interfaces and the interdiffusion of manganese across those interfaces which occurs both during the growth process as well as after it will be discussed. Lastly, we turn to new findings in magnetic properties of the discussed materials.