Well, you can set your Cylinder tool to
not cap the ends, such that when you "pull out" the length of the cylinder you get a "tube"... but the tube's walls will have no thickness.
Or, if you want some kind of thickness to the walls of the cylinder...
1) In Object mode, create a cylinder (with Ends Capped checked).
2) In Surface mode, select the surfaces at one end; Delete them. Then select all the surfaces at the other end; Combine them.
3) With the single surface still selected, do an Indent or Bevel to create a "lip" of whatever thickness you want.
4) Select the inner surface (deselect the "lip" surfaces). Delete the inner surface.
Or, alternately, Extrude the inner surface and lip to the other end of the cylinder. (note, in this screenie, I've changed the view perspective around to the other side, after I dragged the inner wall down to the other end.) Then decide whether you need to delete any of the bottom surfaces. If you're a neat freak, or if seams are an issue, you may also need to select pairs of vertices at a time, where the extruded surfaces meet the bottom outer edge vertices of the cylinder and Snap-Together and Weld them so that the cylinder is a cohesive unit.
After that, if you need some "windows" or apertures in the cylinder, use the Knife Tool to describe their shapes, and then cut or extrude them inside the cylinder body.