Canvas apps can connect to many different data sources. They share the connectors used by Power Automate, with over 400 connectors to Office 365, Dynamics 365, Azure, and third-party services.
A canvas app can connect to multiple data sources in a single app, being able to mash up data from the different connectors on a single screen or read from one data source and write to another. The possibilities are endless.
Using the on-premises data gateway, canvas apps can read and write data in an on-premises SQL server or access an on-premises SharePoint list. Depending on the data source you connect to, you may have to set more properties and handle more steps in your app.
Although many different data sources can be used by canvas apps, the PL-200 exam focuses on the CDS connector.