Hope this helps, as I had a little trouble figureing it out myself the first time.
On your desktop create a folder with a name like 'My Website'
Now download the canvas files (or find them if you have them already)
In the folder you created 'My Website' Extract the zip file there
After you extract the zip file
You should see a __MACOSX and a Package-HTML folder.
In the Package-HTML are all your templates. You have a few options. Upload them all (not recommended) or pick the ones you like the most and upload them to your desired location ( "/" is defult/homepage).
But before you do that, I'm sure you would like to add your own content? There's a lot to go over, I won't go over it all but will tell you where to start.
You'll need a text editing program to edit the html files you downloaded.I use SubLime Text 3 to edit my websites. You can download it here https://www.sublimetext.com/
Once downloaded and installed, run Sublime. Once opened, in Sublime. goto file -> open folder, Then navigate to the folder you extracted the zip file to (my website) & press open (ok) You should now have all your website's files being listed in a nice row.
It should look something like this http://pasteboard.co/1WejMFjka.png
So, let's make a small edit to your index.html file.
On the left, you should see a list of folders and files.
Press the + button to expand the folders.
Navigate to the: package-HTML (+) button and press it. You should now see some html files. Press controll f and type in 'index.html' if that doesn't work just scroll down the list on the left untill you find 'index.html'
Once you find index.html, left click on the file once, you should see a colourful box appear with a lot of code.
We are nearing the end of the basics now. But I will quickly tell you how to edit text in the index.html file.
Select the right-hand box in Sublime (Code Box) press ctrl F and search for 'Welcome' It should take you to a white line of code with the text 'Welcome to Canvas' written in it. Delete the 'Welcome to Canvas' text and add 'Welcome to "yourwebsite.com"' inside the <> Tags. Do not delete anything other than the white text. Goto File -> Save. Done! If you want to preview your html code, right click the code box on the right -> Open in browser.
Also, you can preview all the template styles fully with the Sublime Text editor's 'Open in Browser' option, even while navigating the themes in your browser.