We present studies of the cyclotron resonance (CR) in thick Cd$_x$Hg$_{1-x}$Te films with different cadmium concentrations corresponding to inverted and normal band order, as well as to an almost linear energy dispersion. Our results demonstrate that formation of two-dimensional topological surface states requires sharp interfaces between layers with inverted and normal band order, in which case the corresponding CR is clearly observed for the out-of-plane orientation of magnetic field, but does not show up for an in-plane orientation. By contrast, all samples having more conventional technological design with smooth interfaces (i.e., containing regions of Cd$_x$Hg$_{1-x}$Te with gradually changing Cd content $x$) show equally pronounced CR in both in-plane and out-of-plane magnetic field revealing that CR is excited in three-dimensional states. Modeling of the surface states for different film designs supports our main observations. In all samples, we observe additional broad helicity-independent resonances which are attributed to photo-ionization and magnetic freeze-out of impurity states.
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