The following is the link to the main Governmental Immigration website and will contain the most up to date and relevant information you need, so please be sure to check it out:

Canadian Immigration Site

The Immigration process, as with any country, may take some time, so you should be prepared to be patient while your application is processed. There are various things you have to have done as part of your application, e.g. a medical report & a police report.
Residency applications will involve fees/costs, so you should also be prepared to spend a reasonable amount of money!
Immigration will be keen for you to settle as comfortably and as quickly as possible in Canada and to ensure this happens, and to ensure that you are living legally in Canada, you are well advised to prepare yourself as much as possible.

There are various way of entering and remaining in Canada legally, inlcuding the 'Sponsoring your Family' category (which you can only do if you are a Canadian Permanent Resident or Citizen) and the 'Skilled Workers and Professionals' category.
You may also choose to go to Canada on a temporary basis, for the purpose of, for example, studying or visiting - but in every case, you WILL still need to meet some entry requirements. Clicking on the link above will enable you to find out any information you require for any given entry method.

One of the best things you can do in the early stages of emigrating, is to find out as much as possible about the country you intend to move to. What is the currency there? What side of the road do they drive on? What language(s) do they speak? What is the culture like there? How will I settle in? What will I miss about my country of origin? Immigration will be as keen as you are for you to settle as quickly and as comfortably as possible and are obviously also just as keen to ensure no-one becomes an 'overstayer'.