Keep in mind that Durarara!! is a light novel series that was adapted into an anime, not the other way around. So what Shiki says is right; there is "anime canon," the events that the producers of the anime decided to animate, but the events in the anime that differ from those in the novels aren't canon within the Drrr universe, because Durarara!! is the series of novels that were written by Narita. The novels didn't leave out the details; the anime changed/added/ommitted the details. Even though the light novels are still being officially translated and published in English, the first novel was published in Japan in 2004 and the anime wasn't announced until 2009 when the sixth book was released. The 13-volume series was complete by the time the second season of the anime was announced.
So when you're asking if Izaya's introduction with Rio and Kyouhei's rescuing of Kaztano are canon to the Drrr universe, they're really not. Rio's jump off a building isn't canon to the novels, and Kyouhei's gang wasn't present when Kaztano was rescued by Celty in chapter 1. This novels vs anime conflict and the fact that most people who have seen the anime have not read the novels are why the history sections on character pages differ in which version of events they tell.
Saburo is present in the first novel; he's introduced in chapter 7 sitting in the van. He has a really small role in the first book, and Kyouhei's gang hangs out with other characters too that were ommitted from the anime. Starting in the second novel, their gang condenses down to the main four. A similar thing was done with Rio; the two girls introduced with Izaya in the novel, one unnamed and one named in a later book, were replaced by Rio in the anime, who in the novels doesn't have a role until later in the series.