Is there a good lesson to show the relationship of Artboards and Canvases in Sketch?

The canvas in an infinite space in which you can make your designs. The Artboard on the other hand, has a specific size that you can select/change in the inspector on the right side of the screen when you are creating your Artboard. To create your Artboard goto the upper left corner and press the "Insert" button and select "Artboard" (shortcut key: A), an inspector window will pop up on the left side for you to choose the size you want. In the inspector look to the right and see the different preset dimensions you can select from. Most of these are for Mac products such as the iPhone 6 and Apple Watch. Select the size and there is your new Artboard. Artboards are the most helpful when you are designing for a specific viewport such as iphones, ipads, or specific paper sizes. If you have an Artboard set up you can still design outside of it on the canvas if you need to. Think of it as a specific framework that you place on your Canvas to give it structure. Here is a link to the documentation on the Bohemian Coding website which is worth a quick look. http://bohemiancoding.com/sketch/support/documentation/09-grouping/2-artboards.html

Hope that helps a bit.