There are several documents that you need if you plan to be an International student in Canada. Several of which are documented in article titled: How to get into a Canadian University as an International Student.
A Study Permit is required if you are not a Canadian citizen or a permanent resident and if you plan on studying for longer than 6 months. To apply for a Study Permit you will need a letter of acceptance from the school you will be studying at, proof of identity (passport), proof of financial ability to demonstrate that you have enough money to pay for school fees etc. You may also need an entry visa.
To apply for a Study Permit you must visit Citizenship and Immigration Canada at: http://www.cic.gc.ca/english/study/index.asp.