How can I draw for example a cylinder in a cube and both are visible?
draw the cylinder then draw the cube(or vice versa depending on what way you want the colors to turn out. then in your init function use
glEnable(GL_BLEND);
glBlendFunc(GL_SRC_ALPHA,GL_ONE_MINUS_SRC_ALPHA);
oh and make sure you use
glColor4f(whatever colors,0.5);
example
glColor4f(0.0f,0.0f,1.0f,0.5f);/*blue*/