You need to choose Designated Learning Institution (DLI)
Get a Letter of Acceptance (LOA)
Submit a Study Permit to Visa Office (online or via Visa Application Center (VAC)
Pay $150 dollars for Study Permit and VAC fees if applicable.
Public schools are better since you can apply for Post Graduate Work permit (PGWP) for 1 year or 2 year or 3 years.
Private schools are not eligible for PGWP unless the program is Associate Degree, Bachelor's Degree or Master's Degree. All other diplomas, certificates are not eligible for PGWP.
Also, you will not get any points for EE FSW if you getting Canadian diploma from private schools (unless it is Degree).
Manitoba Province is good for study and PWGP and most importantly after 6 months in any position, you are eligible to apply for Manitoba PNP
BC and Ontaior Provinces have special programs for Masters/PhD programs.