all the information is provided on the website
You can apply in LA, Detriot, New York whichever one is closer to you...just incase u need to go down there.... If u are able to i suggest you do go the embassy and submit your application in person as the process is much faster.
I am sending you the newyork site:
http://www.canadainternational.gc.ca/new_york/visas/index.aspx?view=d
Let me know if you need anymore help
GOOD LUCK