@ShynnSup If you do not like the workflow that @diff-arch suggested, which is more than likely what I would do… then you could run fill hole (edit…sorry run the _Fill command, I was talking in tSplines) on your open cylinder end.
Run subdivide on the target faces until you get the same number as on your cylinder…but you will get messy/ugly results from my experience. I only ever do this as a last resort, when I am really lazy or the ugly geometry is hidden.
You could also do it another way by deleting every second edge from the end of the cylinder and then bridging. That is going to give you ugly geometry as well…but you could pick your poison.
Best to take the advice of @Normand and match your faces or edges up numerically to get cleaner results IMO. For some things using the other tools in Rhino is a better option than subD as well.
I always consider topology when modelling, meaning I probably would create the cylinder with the hole in mind or vis versa. For various reason you always want a neat and tidy topology, unless you want to rely on remeshing or similar workflows, which are great in their own right, but I dislike, since you lose granular control.