Magento does not automatically add canonical URLs for CMS pages. Maybe they will add this feature in the future. However, if you are setting up pages and wish to add a canonical URL using the layout update xml, you can add the following code into the Custom Layout Update XML.
[xml]
<reference name="head">
<action method="addLinkRel">
<rel>canonical</rel>
<href>http://www.yoururl.com/goes/here</href>
</action>
</reference>
[/xml]
