The files are shipped to Ottawa, where DFAIT has diplomatic couriers, who fly commercial and deliver Gov't mail to the various offices abroad. If it is highly sensitive it is actually hand carried, otherwise the courier watches it being loaded in the airplane hold. When it arrives at the other end, the courier picks it up and delivers it to the CHC/Embassy. This way it is not subject to the host countries mail system or customs.
Here is the wiki definition"
A diplomatic courier is an official who transports diplomatic bags as sanctioned under the 1961 Vienna Convention on Diplomatic Relations. Couriers are granted diplomatic immunity and are thereby protected by the receiving state from arrest and detention when performing their work. Couriers may be assigned on an ad hoc basis, but in those cases they are released from immunity once their bags have been delivered. All couriers are provided documentation that reports their status as couriers and the number of packages currently being transported in the diplomatic bag. Diplomatic bags may be transported under the authority of commercial airline captains, but they are not diplomatic couriers
