For the user page, go to "People" on the left menu, click on a student's name on the table, and then again click on their name when it shows up on the right of the screen.
You will arrive at an URL like: https://[universityname].instructure.com/courses/[coursenumber]/users/[usernumber] (or https://canvas.[universityname].com/courses/[coursenumber]/users/[usernumber]), and at the bottom, you should see "Recent Messages", which includes their discussion posts.
For the API, that stands for "application programming interface", which is a way to ask the website (here, Canvas) to tell you something specifically, without the need for loading the whole interface. With the API and some code, you can ask Canvas to print out all the discussions from a given student. While it is a bit of work to get the first student's messages (whether writing the code or checking whether ChatGPT's code works), it it very easy to get the next 99 students.
