create a smaller cylinder and place it inside the first one. Obviously you would only be able to see the thickness if the cylinder is open (or if it's semi-transparent, in that case you can disregard the following). So, if say for example that you cylinder doesn't have the top, you would be able to see both cylinders and the space in between them; to make that look like it's one solid pipe just create a curve conecting both cylinders and birail a ner survace between the cylinders.