Your help files (press F1) should cover things as simple as this. You pretty much answered it yourself, just create a polygon sphere, then a polygon cylinder and then move and scale accordingly. Probobly wanna do a boolean union afterwards.
Actually, if you want to do it "cleaner" then select some faces from the top of your sphere and extrude them to make the cylinder. If you extruded upwards you can flatten the top of your cylender by selecting the scale manipulator and scaling the faces all the way down along the Y axis
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