AMA and File->Import are indeed the two ways to bring files in, although with AMA, it’s a link to the file, not really importing it in the traditional Avid-way. Therefore, the source file itself is not changed with AMA, whereas an import results in a new (Avid MXF) media file.
I don’t think AMA has any rules for how it interprets the color space for source footage, that depends on the AMA plugin that is being used. If you open up those Canon files through AMA, that will use the Canon plugin. Like there’s a separate AMA plugin for Red, etc.
If you transcode an AMA-linked file, then it will become an Avid mediafile in 709 color space.
If you go into color correction mode, you can switch each of the three composer windows to a waveform monitor, and you should easily be able to detect if things look right there.
In general, AMA should take care of color spacing for you.