If it's part-time and the course of study is less than six months then you go in as a regular B-2 visitor. You cannot work as a visitor.
A full-time course of regular academic study requires F-1. To get it you apply to the college, when they accept you they will issue you an I-20, you have to pay an application fee (I think it's on-line now, can't remember, ask the college they'll know).
You show up at the POE with your passport (or NEXUS card), I-20 and receipt showing you've paid the fee and that's it pretty much.
F-1 students can get work authorization under various circumstances, read the instructions for I-765, which is what you file with USCIS in order to get work authorization. Generally you're limited to part-time work on campus during the course of study unless you need to do some sort of practical training. When you finish you can be authorized for "optional practical training" which gives you employment authorization for one year, which can be extended for 17 months if your course of study is in the field of maths or science.
There is also a "hardship" method of getting an EAD, however it's tough to get, once again, read the instructions for I-765.
You will obviously have to pay foreign tuition costs which generally are not inexpensive.
One thing I always point out because the admissions office usually does a bad job of it is the tax situation:
If you get work authorization you do not have to pay Medicare and Social Security
taxes as a foreign student, but virtually no employer knows this. When you start work, put down "non-resident alien student" as the answer to question 6 on the W-4 your employer gives you. If they withhold these
taxes incorrectly you can claim them back by filing IRS form 843.
Every year at tax time you must file a 1040NR and an 8843 in order to exempt yourself from US income
taxes (under most circumstances a student would encounter). Very important to do that otherwise you could be taxed on any money sent to you from Canada.
Obviously you have to keep on filing a Canadian tax return as you remain a resident of Canada officially.
Also remember to apply for a social security number at the earliest available opportunity, you should only need your passport and I-20 to get this, although I've heard some people say that the SSA office also asked to see an EAD. Under the regs I'm pretty sure this is wrong, because you need an SSN to file your tax return and obviously you may not be working at that point. However the employee at the SSA office may not know this, so I would suggest getting an EAD for part-time work as soon as you can even if you don't plan on using it.
If you get OPT after you finish the course of study, there is a new rule now which says you have to get a job within 90 days otherwise you have to leave the US.
If you attend two different colleges or two separate courses of study, you need to re-apply for the I-20.
www.uscis.gov/files/form/I-765instr.pdf
Steve.