Go to hypercone.
In two dimensions, you can make a projection of a cylinder (or from the 2D perspective a hypercircle) by connecting two circles with a rectangle. To do this (in 2D) you have to severely stretch and warp the rectangle. The rectangle is wrapped around the circles and then connected to every point of the outside of the circle.
You can see that the rectangle is stretched to touch every point on the circle’s outside. The 4D hypercylinder is very similar. it is made of two spheres (instead of circles) and a cylinder wrapped around them. When the Cylinder is wrapped around the spheres it forms a torus. It is then connected to every point on the outside of the two spheres. It is important to realize that in an actual hypercylinder, there would be no distortion in its 3D part’s 3D dimensions (only a change in its 4D dimension), just like in actual 3D there is no distortion in a cylinder of its 2D part’s 2D dimensions (only a change in its 3D dimension). So the true hypercylinder has undistorted spheres and an undistorted cylinder.
 
Hypercylinder       by...