Canonical ensemble is an statistical ensemble which is applicable for the closed system in contact with the reservoir at constant temperature $T$. Canonical ensemble is characterized by the three fixed variables; number of particles $N$, volume $V$ and temperature $T$.
What is said is that microstates of the canonical ensemble may differ in their internal energy as energy can be exchanged with the reservoir until thermal equilibrium is established between reservoir and the system.
However, if we for example had an ideal gas in our system, we know that its state is completely specified by two intensive variables (in context of the canonical ensemble; molar volume and temperature) and number of particles (number of moles). Since all these variables are specified in the canonical ensemble, how can internal energy of the system change?