If you were in legal US status when the application was filed (even asa tourist), you will in all likelihood get an I-94 at the bottom of the approval. That is all you need, and it automatically takes effect October 1. make sure you update your firm's I-9.
Otherwise, you will need to take the approval notice to the border and get an I-94 before starting work. You DO NOT go to get Consular visa stamping, since you are Cdn.