In the microcanonical ensemble for a system in equilibrium, the macrostate has a certain multiplicity, which represents the number of microstates that this system can be in.
For the canonical ensemble in Wikipedia the following is said:
In statistical mechanics, a canonical ensemble is the statistical ensemble that represents the possible states of a mechanical system in thermal equilibrium with a heat bath at a fixed temperature.The system can exchange energy with the heat bath, so that the states of the system will differ in total energy.
The way that I understand it is that in equilibrium, the macrostate has a certain multiplicity, which represents the number of microstates that this system can be in. BUT here the different microstates have different total energies. In other words these microstates of the canonical ensemble have their own microstates. An analogy would be that the system is in a statistical mixture of states, and these states are also mixtures of states. Is that the case? If not why is this part emphasized in Wikipedia:
...so that the states of the system will differ in total energy.