Here you go:
IGlobal global = Autodesk.Max.GlobalInterface.Instance;
IGeomObject newCylinder = (IGeomObject)global.COREInterface.CreateInstance(SClass_ID.Geomobject, global.Class_ID.Create(0x0012, 0));
//cylinder radius
newCylinder.ParamBlock.SetValue(0, 0, 11.24f);
//cylinder height newCylinder.ParamBlock.SetValue(1, 0, 19.39f);
//cylinder heightSegments newCylinder.ParamBlock.SetValue(2, 0, 2);
//cylinder cap Segments newCylinder.ParamBlock.SetValue(3, 0, 4);
IINode mynode = global.COREInterface.CreateObjectNode(newCylinder);
mynode.Name = "Your cylinder";
//-----------------------------------------------------------------------------------------------------
You won't find much documentation for the classes/functions used on this website; in fact most of it is in the 3ds max SDK help so keep it at hand for reference. And understanding the SDK reference is a big pain if you don't have a solid programming foundation. In case you not sure what classes and interfaces are better read up on that first else you won't understand whats happening. Knowledge of C++ is also required because that's the language used in the SDK reference.
Here is the same cylinder in one line of MAXScript:
cylinder radius: 11.24 height: 19.39 hsegs: 2 capsegs: 4 name: "Your cylinder"