It's important to note that you can always move recording sessions in Panopto between different folders as long as you have Creator permission on the recording or folder where it resides. This guide is intended to help you to anticipate that you would like to share the recording with your entire class as soon as you are creating/recording the session.
This guide is especially helpful if you are Recording in Panopto During Class.
The follow are the steps to record directly to your canvas folder.
The following is an example of what it looks like after launching Panopto for Mac. Panopto Capture will also save it to that folder but it won't show you the path until the recording is completed and uploaded.