Hi Amtoj,
                 Yes Canada is known for it's MS program. To do MS in Mechanical Engineering in Canada, you have to take GRE. Then according to the colleges cut offs varies & basis of your marks you get the admission.
But I would say, if you do MS in Mechanical Engineering one n only, so if you can then go to Germany. Because you must have seen, in these days most of the famous car brands, are from Germany. Germany is great for Automobile & Mechanical Engineering. You will get job according to your stream & huge scope. Germany is called like Silicon Valley of USA.
That's just my little advice. If you can, so please go.

Good luck.