Hi! I have been through this process , I studied in Canada
Well it depends what you want to do. The First step is to have $$ as studying there can be costly. If you want to go to university it will be very expensive , especially as a foreigners (they charge more for foreigners).
Apprenticeships are only allowed for permanent residents (these are more affordable)
If you go for just a couple Language/credit courses then you will not spend much.
Studying at the U of A was an amazing experience, though I did not take a complete uni course cuz it is very very expensive and different from some countries they charge per semester so you have to pay everything in advance.
As a student in an uni course you can get a working visa to work up to 20 hours a week...might not be enough but already helps.