For cylinders it’s not so straightforward since larger cylinder = uglier model unless you put in many polygons.
If you only want rough models, KiCad has a number of IDF tools; here’s an example of using the tools to created an IDF model of the “pic_programmer” demo project which comes with kicad:
There is a script which generates the IDF outlines using the KiCad tools idfcyl and idfrect, and in some cases for more complex outlines the script defines the outline. I thought I had a rendering of that IDF model but I can’t find it; I have a rendering of the “video” demo though:
The IDF component outlines (*.idf files) are simply added to the project the way you would add a VRML model. However, scaling is not applied.
If you create and export an IDF model you can use KiCad’s idf2vrml tool to create those ugly multi-colored models. Alternatively you can use the idf2igs tool from the separate “libIGES” project to produce an IGES assembly with those ugly colors. The good thing about going through IDF (+ idf2igs if necessary) is that you get an actual mechanical model with round holes etc. In the past people used VRML export + long list of voodoo to create a mechanical model which didn’t have round holes (which is a nuisance when you want to make alterations to the model within an MCAD package).
Since the stable release, documentation of the IDF tools has been available in the kicad docs.