In this present work a detailed theoretical study on the influence of the static electric, magnetic, and nonresonant intense THz laser fields on the nonlinear optical properties such as nonlinear optical rectification (NOR) and second harmonic generation (SHG), of a quantum well that has the Woods-Saxon potential profile. The static electric and high-frequency intense THz laser fields are applied along the growth-direction of the structure whilst the static magnetic field is applied perpendicular to them. The outcome of the numerical calculation demonstrates that, both the peak potions of the NOR and SHG coefficients exhibit a blue-shift with the increment of the static electric and magnetic fields, but their peak amplitudes increases with the magnitude of the electric field whilst decreases with the magnitude of the magnetic field. However, the peak positions of the NOR and SHG coefficients exhibit firstly a blue-shift, and then a red-shift with the increment of the laser intensity, but their peak amplitudes increases. We hope that these theoretical results will be useful for designing new optoelectronic devices with a performance tailored by the adjustment of the applied fields.