Drag out the analysis system you need. It could be Steady State Thermal, Transient Thermal, it could even be Static Structural for a Thermo-Elastic analysis.
Import a cylindrical surface into the Geometry cell (or construct it).
Open the Model cell, click on the Mesh branch of the outline and in the Details window, on the Element Order line, set it to Quadratic.
Insert a Mesh Control called Face Meshing and apply that to the cylindrical surface, assuming it is a featureless cylinder with just two circular edges. When you click Generate Mesh, the elements will be 8 node quadrilateral elements.