When canaries consume foods high in carotenoids, the pigments are absorbed into their bloodstream and transported to the feathers. The lipochrome pigment then binds to the keratin proteins in the feathers, resulting in the yellow coloration. The specific shade of yellow can vary depending on the type and amount of carotenoids in the canary's diet.
It's worth noting that genetics also plays a role in the color of canaries. Certain canary breeds have been selectively bred for specific colors, including yellow, and they carry specific genetic traits that influence the production and deposition of lipochrome in their feathers.