In order to adhere to paper, chalk pastels need a slight grain or "tooth" to stick to, so materials like charcoal paper and specialized pastel paper are better-suited to working with chalk pastels. Because canvas is much more porous than paper, a much greater amount of pigment would be lost by working with chalk pastels, and any color you set down on the canvas will not remain in place for long, if at all.
To get chalk pastels to adhere to canvas at all, you would need to prime it with an acrylic material like gesso, adding many layers and sanding them down before applying color. Even with this preparation, the chalk pastel would not stay on the canvas. Since chalk pastels are water soluble and would not have a rough enough surface to adhere to, they would easily rub off by touch, or be destroyed by humidity in the air.
If you use chalk pastels on paper, mixing them with water can be an effective way to blend colors and achieve a softer look. On paper, water is usually applied after the chalk pastels are down. In this case, a small amount of water is applied with a spray bottle and then blended in with the pastels. Using this technique, you can make chalk pastels look more vivid, and closer to the look of watercolor paint.
Even on paper, chalk pastels have a high risk of rubbing off when the material dries, so it is always a good idea to spray the paper with fixative after completing a piece. This helps to ensure that the artwork will remain in place for a longer period. You can also cover the completed work with a piece of glass (or frame it) to protect it from the elements.