The Magento platform automatically creates individual product URLs, but its setback is that if left un-optimized, it will create duplicate product URLs if a product belongs to more than one category. There is an easy fix to this, In the SEO configuration setting, go to catalog and then click on Search Engine Optimization. From there, select display URLs as top-level product URLs (For Example

This will create a single Canonical (preferred) page for the search engines to crawl. If left un-optimized search engine spiders will crawl the website to find duplicate URLs for those products with multiple categories and flag them as duplicate content.