Do I really have to declare anything at customs? This is not a question of law?

It most certainly is a question of law. If they find something illegal, especially if "he" hasn't declared anything, "he" can be arrested for smuggling. Don't try it. Pirated CDs don't save you that much money to be worth the risk, and Cuban cigars aren't necessarily any better just because they're Cuban. There are lots of good cigars out there that can be bought legally.