This thesis is a part of a project which aims at fabricating a nanometer-sized magnetic object in and at optimizing its properties. A unique feature of Diluted Magnetic Semiconductors (DMS) is a magnetic polaron: a local ferromagnetic order of the spins of the magnetic atoms induced by the strong exchange interaction with the spin of an exciton optically injected in the quantum dot. The first part of the present work is devoted to a study of the optical properties of self-assembled DMS quantum dots. Using time-resolved and CW magneto-optical spectroscopy, we demonstrate the formation of the magnetic polaron associated with a negatively charged exciton or a neutral exciton. We show that the magnetic polaron associated with a negatively charged exciton is characterized by a stronger exchange field and a higher polaron energy than the one of associated with a neutral exciton. A theoretical description is provided in terms of a newly developed model which, in contrast to the widely used "exchange box" model, takes into account the Coulomb interaction between an electron and a hole. The numerical calculation based on this theory allows us to demonstrate its pertinence and to obtain parameters of the magnetic polaron which are in good agreement with the experiment. The second part of the present work is devoted to a study of semiconductor nanowire heterostructures. Such a geometry provides better access to "single object" studies and a better control of the size and the position of a quantum dot which is inserted in a nanowire. The unique anisotropy properties and the possibility of doping with magnetic impurities make nanowires promising candidates for future studies of DMS heterostructures. As a first step, the study of the optical properties of non-magnetic single nanowires with and without an inserted quantum dot, have been performed in the present work. Polarization-resolved photoluminescence experiments combined with cathodoluminescence allowed us to demonstrate the spatial localization of the emitted light. The influence of the strain on the photoluminescence energy is discussed for the nanowire with the core-shell structure. The single-photon emitter properties are characterized by photon correlation measurements. The exciton confinement in the quantum dot inserted in the nanowire is investigated by means of the temperature dependence of the photoluminescence. From the first part, we have in hand the spectroscopic and modeling tools to study the properties of a magnetic polaron with several carriers. In the second part, the fabrication and spectroscopy study of more promising nanostructure to host the magnetic polaron have been performed.