Hi. A lot depends on what you want the filter to do, and if you're setting up a new tank or just upgrading from another type of filter? Typically the canisters are set up with mechanical & biological media, and maybe a chemical type media - charcoal at times (the charcoal is only efficient for a limited period of time). And if you're looking to use the filter to solve an ammonia problem the use of some zeolyte/ammocarb would be appropriate (also has a limited life span of efficency depending on how much ammonia it has adsorbed). If it's a new tank (or even an established one) the bio media will take some time to get the beneficial bacteria growth going in it, so unless you can keep an existing, established filter in place while this is going on you'd have to consider the cycling process that a tank needs to go through before adding fish (cycling is another whole topic that you can find discussions on). I have an Eheim canister filter but the setups on these things are basically the same. I have my Eheim currently set up with a coarse filter pad, biological media, and a fine filter pad. The water goes through the course filter first then up through the bio media & last through the fine filter pad.
(I'm assuming you have a fresh water tank. If it's marine I don't believe the zeolyte/ammocarb type of ammonia adsorbing material will function at the levels of salt in marine aquaria. In fact zeolyte/ammocarb are recharged with salt to release the ammonia for re-use of these media.)
Anyway, I hope that helps. Hopefully someone else will be in here with some additional help.