Unfortunately, there isn't a physical lolita store in Canada, but there are plenty of web shops that ship to Canada, and there are a handful of lolita communities. Here are two links that'll lead to lists of places to buy. The third link is an online community where lolitas sell, trade, and commission items (maybe you'll run into a Canadian lolita there!):
It's kinda dead at the moment, but here's the Ontario community page
If and when you have the time to make your own clothes, I suggest checking this out
and visiting the links on the left hand tabs (there should be a section called "Memories" where tutorials are).