my wife and wants to move from the usa to canada to claim refugee. My sister's wife is in toronto. She is a coventional refugee. Can this affect us in any way?
It won’t affect you, her case is independent of yours.
Unless your wife is also facing the same risk/threats that made your wife’s sister get refugee in Canada, in that case I think it would be beneficial to your refugee claim.
If you are already in the USA you can go to an authorized Canadian Port of Entry and claim refugee there. Since your wife already has a sister with a refugee status in Canada you are exempt from the Safe Third Country Agreement and will not be sent back to be USA.