make your cylinder, go to 'deformers/ non-linear deformers/ bend
select the cylinder first
in the channel box hit 'bend' and high curve and low curve will be some of the parameters, thats how you bend your cylinder (ts one way of many' another is to extrude along a path with the extrution (the cylinder) having a lot of divisions,
its endless anyway
good luck
take it easy and life will be easy