Am I liable for the damage cause by the canopy if we were all using it?

Did you know or should you have known it was foreseeable that it would cause this harm? If the answer is yes you lose if no you win. I'd say you win. I'd report it to your homeowners insurance and let them determine what they want to do.

Only if you were negligent in setting it up or otherwise.

If you knew that it was missing stakes but you set it up anyway, you are liable.

Where damage is concerned the question is always negligence. Was anyone negligent?

Have the teammate make an auto insurance claim and they will pay, and then sort out the liability.

This is one that could go either way. You are liable only if you were negligent. What constitutes negligence is ultimately decided by a jury. The other person could argue that you were negligent in not putting down stakes. You could argue that you used it the way it was intended, and that it didn't come with stakes. If it was a heavy wind, you could argue it was an act of God. A compromise may be to pay the dectable if the other person puts it on his/her insurance. If the damage does not reach the deductable, or the other person has no coverage for this type thing, perhaps offer to pay half. You could just take the position that it is not your fault and let the other person decide what action to take.

It was reasonably foreseeable that the canopy would be blown away so you seem legally responsible for the damage