Students from Canada coming to study in the UK are required to obtain prior entry clearance and therefore need to apply for a student visa before arriving in the UK.
For information on how to apply for Entry Clearance please visit the following websites:
The British Council has put together a document outlining the UK visa process and offering advice for each step of the application.
You will need to show proof of funding when applying at the British Consulate in Canada. If you are planning on receiving financial aid you will therefore need to have applied for this prior to applying for your Visa.