Cyclic semigroups are best seen on a graph. I will show you an example but first a bit of an introduction. The name "cyclic" is a bit misleading, which is why some authors (most prominently Howie) call those semigroups "monogenic" instead. The name is misleading because, unlike cyclic groups, cyclic semigroups do not look like circles -- unless they're actually cyclic groups! However, they do have a circle in them, and the circle is exactly the cyclic subgroup you are asking about.
There exists a cyclic semigroup of every period and index. Indeed, let's take the element
$a_{m,r}=\begin{pmatrix} 1 & 2 & 3 & ... & m & m+1 & ... & m+r-1 & m+r \\ 2 & 3 & 4 & ... & m+1 & m+2 & ... & m+r & m+1 \end{pmatrix}$
in the semigroup $\mathcal{T}_{m+r}$ of all functions from an $(m+r)-$element set into itself, for some positive integers $m,\,r.$ The second row in this matrix tells us what is ascribed to the element above it. The element $a_{m,r}$ generates the cyclic semigroup of index $m$ and period $r.$
So let's see what it looks like for $m=4$ and $r=8.$ We take
$a=a_{4,8}=\begin{pmatrix} 1 & 2 & 3 & 4 & 5 & 6 & 7 & 8 & 9 & 10 & 11 & 12 \\ 2 & 3 & 4 & 5 & 6 & 7 & 8 & 9 & 10 & 11 & 12 & 5 \end{pmatrix}.$
The graph of this semigroup looks like this

The cycle in the graph is the representation of the cyclic subgroup generated by a certain element, one of $a^4, a^5, a^6, a^7, a^8, a^9, a^{10}, a^{11}.$
Why is it a subgroup? Let's find out whether it has an identity element $e$. An identity element must be idempotent, that is $e^2$ must be equal to $e.$ Let's see. We get the equation
$(a^{4+k})^2=a^{4+k}$ for $k\in\{0,1,...,7\}.$
It's not difficult too see from the picture that it's equivalent to
$2(4+k)\equiv 4+k \mod 8;$
$k\equiv -4 \mod 8.$
So $k=4$ and we get that $a^{4+4}=a^{8}$ is the only idempotent contained in the cycle. It is now a matter of a simple check to see that it is indeed an identity element in $\{a^4,...,a^{11}\}.$
We now need to show that for every $k\in \{0,...,7\}$ there is $l\in\{0,...7\},$ such that
$a^{4+k}a^{4+l}=a^8.$
Again, this is equivalent to
$4+k+4+l\equiv 8 \mod 8;$
$l \equiv -k \mod 8.$
Of course there is a solution of this congruence in the set $\{0,...,7\}.$ We have a group, indeed!
Now, why is it cyclic? We need to find a generator. We need a number $g\in\{0,...,7\}$ such that for any $k\in\{0,...,7\}$ there exists $l\in\{0,...,7\},$ such that
$(a^{4+g})^l=a^{4+k}.$
Notice that the solution of the congruence
$4+g\equiv 1 \mod 8,$
which obviously exists in the set $\{0,...,7\},$ works.
We are done with the example. Extending this to a general case shouldn't be very difficult.