This link will tell you the origins of Thanksgiving in Canada. Essentially it goes back to a couple of famous explorers and early immigrants who came to Canada. It is held on the 2nd Monday of October. It is a Federal holiday and gives a 3 day long weekend where all stores close on the Monday.
So far as traditions and pracices go? So far as I know it's nothing special. It's all about feasting. It's not a religious holiday. Some people observe and celebrate it, others don't. When I was a kid we had a turkey dinner. As an adult, it's just a day off of work; my family rarely "feasts" together on Thanksgiving.
From what I understand, in the USA the Thanksgiving holiday is a big deal; it's a 4 day long weekend.