Magnetotransport measurements of Shubnikov-de Haas (SdH) oscillations have been performed on two-dimensional electron gases (2DEGs) confined in CdTe and CdMnTe quantum wells. The quantum oscillations in CdMnTe, where the 2DEG interacts with magnetic Mn ions, can be described by incorporating the electron-Mn exchange interaction into the traditional Lifshitz-Kosevich formalism. The modified spin splitting leads to characteristic beating pattern in the SdH oscillations, the study of which indicates the formation of Mn clusters resulting in direct anti-ferromagnetic Mn-Mn interaction. The Landau-level broadening in this system shows a peculiar decrease with increasing temperature, which could be related to statistical fluctuations of the Mn concentration.