Hi
There are multiple ways to set a canonical URL for each pages on the sites.
1 - Manually, per URL, in the SEF URL manager as described on
this page of the documentation.
2 - Automatically: for com_content articles, and on the main article view, sh404SEF will set a canonical. This is pretty much the only place where we can do that automatically with reliability. Manually setting a canonical for a URL will of course override the automatic one.
3 - With generic rules, as described
on this page of the documentation
Note that Joomla itself sometimes insert a canonical by itself, y removing any query var in a request. This is of course wrong and we usually will remove the canonical set by Joomla.
Rgds