The thing is that the notation $\mathbb R /\mathbb Z$ does not suffice to describe what really is going on. A quotient topology is always generated by an equivalence relation $\sim$ on the topological space $X$. The case where you will find the circle is $x\sim y:\Leftrightarrow x-y\in\mathbb Z$. The process of building the quotione space is now gluing together all points which are said to be equivalent by $\sim$. Therefore, usually one writes $\mathbb R/\!\sim$ for the quotient and the notation $\mathbb R/\mathbb Z$ is only used because the relation might be clear from the context.
Further, $\mathbb R^2/\mathbb Z$ is defined using $(x,y)\sim (x',y') :\Leftrightarrow x-x'\in\mathbb Z$ and $\mathbb R^2/\mathbb Z^2$ is defined using $(x,y)\sim (x',y') :\Leftrightarrow (x-x',y-y')\in\mathbb Z^2$. When you have done topology for some time, these definition apeare pretty natural.
So but why does $\mathbb R/\mathbb Z$ gives a circle using $\sim$. Here is an intuitive explanation: Imaging you are at $1-\varepsilon\in\mathbb R$, so close to the upper end of the interval $[0,1]$. Moving up will bring you to the $1$ and then to $1+\varepsilon$. But $1+\varepsilon$ is glued to $\varepsilon$ (because $(1+\varepsilon)-\varepsilon=1\in\mathbb Z$). So for all practical purpose, you are now in $\varepsilon$, close to the lower end of the interval $[0,1]$. By just moving a distance of $2\varepsilon$ you made it from one end to the other of the interval. So it seems like the ends are glued together. And you would agree, that gluing the ends of $[0,1]$ will give you a circle.
It is similar for the cylinder: gluing two of the opposite edges of a sheet of paper will give you a tube, or in mathematical langueage, a cylinder. Then gluing the opposite edges of the cyclinder (which are circles) closes the cylinder to a torus.