How does Monobehavior.onCanvasGroupChanged work?

"Callback that is sent when the CanvasGroup is changed"

A CanvasGroup is an element that can control the alpha, enabled state and raycasting behavior of child objects. If that CanvasGroup is changed, this method is automatically called.

There are a number of obnoxiously omitted oddball methods like this - mostly dealing with transform hierarchies and the like. As bad as this is to say, the most obvious answer is the correct one here: this method is called when the canvas group is changed. This happens automatically - and naturally does nothing if an OnVanvasGroupChanged method does not exist on a component.