Hello, I was just investigating this issue myself recently.
Happy to be corrected by anyone with more knowledge, but AFAICT the way you get any already existing custom Copilot Agent to work with your Canvas App is to use the copilot icon up on the header bar after setting it up in the Canvas App settings.
I followed microsoft's instructions here:
https://learn.microsoft.com/en-us/power-apps/maker/canvas-apps/add-custom-copilot
1. Click Settings:
2. Select custom Copilot Agent from Copilot Screen
3. Publish (I couldn't get my custom agent to work unless I'd published it and opened the app in play mode)
here in green is my custom agent (opens in a side panel next to your canvas app), the embedded component to the left (with the red x) is just a standard copilot
Right now it looks like the only way to customize your embedded Copilot Control (the one you place and size and all that in the Canvas App interface) is to start from scratch by clicking the "customize copilot" property of the component and then "create new copilot". It feels like there should be a way to select existing agents here, but I couldnt' find it. Perhaps I'm missing something here, but I didn't see anything in Microsoft's documentation.