you'll need to find local instructors for the PAL (Possession and Acquisition License for non-restricted [most rifles & shotguns]) and if you wish to own handguns and some rifles & shotguns (ie. AR-15) you'll have to take the RPAL (Restricted Possession and Acquisition License) program.
if you wish to hunt, you'll have to find out if there are any programs required (ie. like CORE [Conservation and Outdoor Recreation Education] in BC) before you can get your Hunting Number, which lets you purchase Hunting Licenses.
what province do you live in? then those who live there or know what the story is, can guide you when it comes to things like hunting. hunting is controlled provincially whereas firearms are controlled federally.