Ensambles equilibrium properties(density matrix)

I am currently studiying ensambles and their conecting density matricies. In this notes:

https://www.classe.cornell.edu/~dlr/teaching/p6574/lectures/lecture2.pdf

they derive the density matrix first by not demand that the energy is fixed and which gives them the micro canonical ensamble density matrix. Next they also demand fixed energy and derive the density matrix of the canonical ensamble. The thing that makes me a bit confused is, what do they mean by fixed energy? Why is the energy fixed in tha canonical ensamble but not in the microcanonical? And does this only holds for equilibrium? By the same logic would the energy and the amount of particles be fixed in a grand canonical ensamble?