Culture shock is normal and I felt the same way when I was leaving India, trust me there's no better place than home. But, that being said, since you are already in Canada, you might want to give it a little longer and see if you can adjust better.
If you are deadset on withdrawal, contact the admission/registrar office for withdrawal and you may receive partial refund. For CIC, you don't need to do anything and your student permit will be automatically canceled once you are no longer enrolled in the program. You will have to leave Canada once you have withdrawn or risk being out of status.
Good luck with your plans.