Well, no. Not "everything" is canon. The video games, for instance -- since one was brought up -- traditionally aren't, mostly because there's no telling how the game plays, what choices a character makes, etc. Shadowrun Returns is basically an alternate reality, for instance, for just that reason; something written into the setting 20+ years after the fact can't be terribly canon, because the decisions the player makes would affect the timeline, the character screwing up would affect the timeline, etc, etc.
Shadowrun Online is going to be canon in the broad strokes -- and, in fact, the broad strokes will be affecting the ongoing SR metaplot, and vice versa -- but again, it's not like every nitty gritty little detail can be official (I imagine the metahuman ratios, or Awakened-to-mundane ratios, will be all out of wack once the game gets up and running and folks make characters, but that doesn't mean we need to change the demographics figures for Boston in a new supplement, y'know?).
That said, the default rule certainly is "if it's published, it's canon." So yeah. If it's up on DrivethruRPG, it's official. Depending on the source, ditto with web fiction (if it's from an official Catalyst source, it's official). Likewise novels, likewise short fiction in sourcebooks, all that sort of stuff. If it's from an official source, it's official, basically.
Now...that doesn't mean it's all true. You need ot be aware of the meta-setting when reading these sourcebooks. What someone says in a novel might be "official" but might also just be that character's opinion, not the truth. What a Jackpoint commenter speculates in a sourcebook might be what that shadowrunner believes, but that doesn't mean they're right. That's how it's always been. You've got to take it all with a grain of salt, pay attention, look for patterns, and (maybe) read the "game info" sections to decipher fact from fiction.
