If you're making simple objects, use ProBuilder inside Unity. (Windows - Package Manager - ProBuilder.) There are tutorials on Unity learn that will show you how to use ProBuilder.
To do what you're doing you would need to keep the objects separate. So import the cylinder as a separate object and keep the cube as a separate object. That way you can freely resize both of them. If you place their transform positions on the same spot it will appear as if the cylinder is inside the cube (assuming the cube is transparent).