No, not "magic". "Alternative physics". Are any of the player-characters scientists? No? Then you don't need to explain it to them, because they wouldn't know anyway.

Note that the mountain-building processes of our world are going to have to be replaced by something else. (Erosion should still go normally.) Maybe you could have steam volcanoes for part of it.

A cylinder is actually much harder to figure out than a flat world, but it does have certain advantages -- you can map it on a flat surface without distortion and you can still have circumnavigation. I'd make the poles ice caps that are virtually unassailable to avoid trying to figure out how to make the gravity work there.

Also, you ought to check out Prachett's Diskworld series. He's given some thought to making a flat world work in a vast cosmos. (The old "sky is a dome" model doesn't present the same kind of problems.)