  The optical properties of thin films of the heavy-fermion compound CeCoIn5,
which were deposited by molecular beam epitaxy onto MgF2 substrates, have been
studied at frequencies 7 to 45 cm^{-1} (corresponding to 0.2 to 1.3 THz) and
temperatures 2 to 300 K. We observe an electrodynamic behavior which is typical
for heavy fermions, namely Drude-like conductivity with a relaxation rate at
rather low frequencies. This relaxation rate increases almost linearly with
temperature up to at least 30 K. The coherent heavy-fermion state,
characterized by an increase of the effective mass, continuously evolves upon
cooling and is not fully developed for temperatures as low as 5 K.
