I think you confuse "Canonical tags" with "Canonical links".

Imagine the following scenario: You have two sites with the same or very similar content, e.g. the second page is in easy language. You can use the canonical tag to refer to the main site, so instead of the easy language page the "same" page on the main site will be indexed. Without that tag, search engines like Google decrease the site because op duplicate content (more or less).

Example:

http(s)://www.mycompany.com/someveryusefulinformation (Main site)

http(s)://easy.mycompany.com/some-very-useful-information (Easy language site)

On the second page you should set the following header:

< link href="https://www.mycompany.com/someveryusefulinformation" rel="canonical" / >

(Replace the spaces after and before the angle brackets)

A canonical link can also refer to the page itself, so you could set the same header on the main site as well.

To do this in DNN, you can go to Page Settings :: Advanced :: SEO and add the tag in Page Header Tags.

Happy DNNing!
Michael

PS I am not a specialist in SEO, so if anything of the above information is wrong please correct me...

I actually never use the setting 'canonical' but always use 'redirect'. Other urls / domains are not indexed so, there is no issue with duplicate content.

Also, while it might seem like more "unnecessary" work to do both the site and the page canonical settings, there are real world scenarios that require this.  For example, some pages might have a dynamic module on it (e.g., blog, news, etc.) that shouldn't use the page-level canonical setting, and instead you would hopefully be able to leverage a canonical feature in the used module. 

Just a bit more background.  Have fun!  😎