To insert a rectangle:
When you've selected a canvas in the Scene tab, you can make changes to it by adjusting its properties in the Inspector panel.
Alignment moves the rectangle around within the parent object. Rectangles can be aligned to the top, center, bottom, left and right.
Uncheck this box to stop the rectangle from being rendered in the scene.
Adjust the width and height of the rectangle in the scene.
Using Flexibility will scale a rectangle's width and height proportionately to it's parent canvas - so if you double the size of the canvas, the rectangle will double in size too. This means rectangles will stay in proportion on all devices, if the parent canvas is in screen space.
Flexibility needs to be turned on. Do this by clicking the arrows next to Flexibility in the Inspector panel.
Pinning a rectangle means it will maintain the same distance to its parent's border - however much you transform the parent.
Rectangles can be pinned to the top, bottom, left and right.
Selecting Fill Width or Fill Height will male the width or height of a rectangle the same as its parent's. Fill Parent will make a rectangle the same size as its parent.
Change the rectangle's position, scale or rotation.
Create a new material for the rectangle or apply an existing one.