If you have two similar pages or a page reachable from several different URLs, Google considers that the content is duplicated. The canonical URL tells Google the preferred URL you want to be indexed.
The canonical URL is defined in the head of your HTML code, thanks to the HTML tag:
<link rel="canonical" href="https://cocolyze.com/page" />
Why a page can be reach from several URL?
A page can have several URLs. This is often the case, for example, with e-commerce websites. A same page presents a product with different colors. This page can be reached with filters:
To define a canonical URL tells Google this is the same page and it should not consider these pages as duplicated content.
The canonical URL must be valid (the URL must match with a page)
In order to define a canonical URL, you just need to add the tag link rel="canonical" in the head of your page.
How to check your canonical URL?
Go to the analysis of your page. Open the Content tab and check the "indexation" criterion.