boolean object issue

ok so i have a square say and i create a cylinder i want to make a hole straight through it. i create the square and the cylinder, i position it where i want it using the edit mode. i click back to object mode to select the square and create the boolean but both objects have become one, i cannot select from the two

im a complete noob here at this and obviously im doing something wrong, is there a way of saving the cylinder as a separate object or is there a option or even a step that i have done wrong/ missed?

any help would be massively appreciated thanks in advance


ja12 excellent i see what ive done wrong here

yeah ive been watching some vids on what you have linked me there, i have a ā€œLā€ shaped object here and my goal was to make a hole through the x axis parts but also have a cut intersect the z axis part about 20% of the circle shape. its a machine part that has a bolt going through it and the bolt head would be 20% through the object so my goal was to take it out and allow it not be obstructed by the object if that makes any sense lol

thanks for the fast reply aswell appreciated