The study of all-group-IV SiGeSn lasers has opened a new avenue to Si-based light sources. SiGeSn heterostructure and quantum well lasers have been successfully demonstrated in the past few years. It has been reported that, for multiple quantum well lasers, the optical confinement factor plays an important role in the net modal gain. In previous studies, adding a cap layer was proposed to increase the optical mode overlap with the active region and thereby improve the optical confinement factor of Fabry-Perot cavity lasers. In this work, SiGeSn/GeSn multiple quantum well (4-well) devices with various cap layer thicknesses, i.e., 0 (no cap), 190, 250, and 290 nm, are grown using a chemical vapor deposition reactor and characterized via optical pumping. While no-cap and thinner-cap devices only show spontaneous emission, the two thicker-cap devices exhibit lasing up to 77 K, with an emission peak at 2440 nm and a threshold of 214 kW/cm2 (250 nm cap device). The clear trend in device performance disclosed in this work provides guidance in device design for electrically injected SiGeSn quantum well lasers.