What you have to be sure to have is an interface between the cylinder and the cuboid. In the computer these can occupy the same volume, but physically they cannot. My approach would be as follows:
1. Draw the rectangle and create the cubes.
2. Draw cirlce (or rectangle if you want to use revolve) and create the cylinders.
3. Use a Boolean operation to cut the cylinder from the cuboid.
4. (if you want a congruent mesh) Put them in a multibody part.

Using the above approach, Mechanical should pick up the contact between the bodies. If not you can create the contacts manually.