yup that's how it for every single country in the world right?Just walk right in, Canada has no right to control who comes in and out.
Oh except for the states...
I've heard there's been of a bit of a backlash on american tourists wanting to visit/immigrate. I remember that at one point all american tourists arriving in Brazil were all fingerprinted and photographed just "for the hell of it".
QuantumBalance: the best thing to do is to go to a canadian embassy, book a meeting with an immigration officer and he/she will tell you about the different ways of immigrating (there are a lot) and the one that best fits your case (based, on age, workskills, background etc). These things take time.