Do these bolt straight into my Canyon without modifications?

Yes. These mount at factory attachment points — no drilling or cutting required. Plug-and-play electrical harness connection.

Do I need the right side headlight too, or can I run just this one?

You can run just the driver side as a single replacement, but for balanced appearance and symmetrical lighting, order the matching right-side unit separately.

Does this come with bulbs installed?

The assembly ships without bulbs. You'll need to source and install the correct bulb type separately — refer to your owner's manual for the exact specification.