Yes, I am an American and got married in Canada. Look into the rules in your province to see if there is a waiting period or anything. If you plan on starting the immigration process-- take photos of it all and document it (wedding, reception, engagement party, anything you do that is related). And I would say, it is good to celebrate it with friends and family (and get someone to take photos of that too!), though some here have eloped and it was fine. But in general, having photographic evidence of family and friend support and awareness of your relationship is a big plus.
If she stays in Canada longer, make sure she stays in status and does not stay beyond the time the immigration says she can stay. If she wants to stay longer, she can apply to extend her stay as a visitor BEFORE the end date of the time she was allowed to stay originally. There are threads on here about that (search things like "extending my stay as a visitor," etc.)
Good luck!