Download and print out the application package from Citizenship and Immigration Canada (see Reference). Check whether nationals of your country are required to have a visa by clicking on the "Do you need a visa?" link on the website.
Read the application guide and complete the application form.
Enclose your passport, two passport photographs, the application fee -- $75 for a single entry visa, $150 for a multiple entry visa or $400 for a family -- and evidence to show that you can support yourself when in Canada, such as a bank statement or a sponsor's letter. You might also be required to attach extra supporting documentation, such as identification cards, proof of employment, a letter of invitation from relatives or friends in Canada, or a proposed itinerary. Contact your local Canadian Embassy to find out the specific requirements for your nationality.
Send or take the application package to your Canadian embassy. Processing times vary between different embassies. You might also be required to submit a medical test and attend an interview.