The Grand Canal is something of an outlier, both because of its immense length (1,115 miles) and because because it involved the construction of summit-level canals (i.e, canals that rise and then fall, in order to connect two separate river valleys) rather than simple lateral canals (which have a continual fall).
But it’s not like there weren’t canals built in the Middle Ages outside of China. You have the Fossa Carolina, which Charlesmagne had built to link the Rhine to the Danube: the Glastonbury Canal which dates back to the 11th century, the Navigilio Grande which was built to connect Milan to the Ticino river in the late 12-13th centuries, and the Stecknitz Canal build in the 14th century.
So in terms of whether canal building is feasible in Westeros, it depends on how long and/or complicated the canals are built.