We may assume WLOG that the (empty) cylinder is given by $x^2+y^2=1$ and the point $r$ lies on the positive $x$-axis at a distance $r$ from the origin. The integral is so given by:
$$ \int_{-\infty}^{+\infty}\iint_{x^2+y^2=1}\frac{1}{(r-x)^2+y^2+z^2}\,dx\,dy\,dz=\iint_{x^2+y^2=1}\frac{\pi}{\sqrt{(r-x)^2+y^2}}\,dx\,dy$$ by Fubini's theorem. By switching to polar coordinates, the RHS equals a convergent complete elliptic integral of the first kind (unless $r=1$, i.e. unless $r$ lies _on_ the cylinder). We may deal with the solid cylinder case in a similar way: the trick is always to integrate with respect to $z$ first.