Hi,
No, it's normal that you can access the same content with different URLs on a Joomla website, or pretty much any website when you know how it works. It's actually quite useful so that for example, if you have a product in several categories, the breacrumb on the product page of the product will be different based on the category from where you access the product. And in such case, the canonical URL is useful to tell the search engines to only index the link for the main category.
So the goal should not be to prevent that, which is not a problem in itself, but just to tell search engines that it's not duplicate content, just that they should only index the main URL, the canonical URL.
Now if you really want to setup 404 errors when the URL doesn't match with the main URL you want for your product pages, you would have to setup some SEF extension which can allow you to configure it.
Also, please note that your sentence "You can essentially append any product to the end of any category and it will load that page" is not correct. The URL
www.fwdp.co.uk/wayfinding/fingerposts
is not the URL of a category. It's the URL of a menu item associated with a category. But if you configure a menu item listing all your categories, without sub menu items for each sub category, you'll see that the URL of the sub categories are like that:
www.fwdp.co.uk/my-main-menu-item-alias/c...ry/my-category-alias
and if you then access a product of that category, you'll get that URL
www.fwdp.co.uk/my-main-menu-item-alias/product/my-product-alias
If you try to append a product alias to a category URL, it will give you a 404 error as
www.fwdp.co.uk/my-main-menu-item-alias/c...ias/my-product-alias
is an invalid URL, structurally speaking.