We present a theoretical study on the linear and nonlinear optical properties in AlrGa1-rAs/GaAs asymmetric multiple step quantum wells (AMSQW) under the effects of a non-resonant intense laser field (ILF), electric, and magnetic field. Calculations are for the linear optical absorption and refractive index relative changes combined with the second and third harmonic generation. The potential profile is constructed as a function of the Aluminum concentration, so that the heterostructure has four steps of different concentration, width and height. The energy levels and corresponding wavefunctions are obtained by solving the Schordinger equation, for an electron, in the envelope function approach, with parabolic bands, and the effective mass approximations. The results show that variations in ILF, electric field and magnetic field have significant influences on the magnitude and peak energy positions of the SHG and THG coefficients. Therefore, we can conclude that the effects of ILF, electric and magnetic fields can be used to tune and control the SHG and THG in the range of the terahertz electromagnetic spectrurn.