Difference between microcanonical and canonical ensemble
Typically (at least how I learned this after three years of chemistry) the canonical NVT ensemble is created by considering many microcanonical NVE "ensembles" as microstates in this NVT ensemble. I quote from my lecture script for statistical thermodynamics:


  An ensemble with a constant number $N$ of particles in a constant volume $V$ and at thermal equilibrium with a heat bath at constant temperature $T$ can be considered as an ensemble of microcanonical subensembles with different energies $\epsilon_i$.
  The energy dependence of [the] probability density conforms to the Boltzmann distribution. Such an ensemble is called a canonical ensemble.


So your NVT ensemble is many NVE ensembles at different energies. Their statistical weights (the probability of finding a microstate in that particular NVE state) are Boltzmann distributed. The way this distribution of NVE subensembles looks like then defines the temperature of the overarching NVT ensemble.

To illustrate this I have written a small Python program that calculates this distribution for different temperatures of the NVT ensemble. The probability density as a function of the energy of the 48 possible (this number was arbitrarily defined, in principle it could be infinite) NVE subensembles is given below:



As you can see, the probability of finding NVE microstates with low energies drops drastically as the temperature increases. You can think of this as the thermostat taking a NVE microstate at higher energy, removing some of that energy, and then putting it in a lower energy state. Or the other way around if you want to "heat up" a system.