Hey DG!! Welcome to Canada and happy settling in!
One way you can build your credit record is to get a secured credit card. Secured means that you would have to deposit a specific amount with the bank, like $500 (some will do less) and you will receive a credit card with a limit equal to the amount of your deposit. You then use the card, pay your balances on time, and that helps to build your credit rating. For example, you would then be able to get a cell phone (most companies won't let you get a phone plan without a credit card) and as you go along and pay the phone bill with the card, then pay off the card balance, this helps to build your credit.
Remember to time your purchases advantageously, by making purchases so they will show on your next statement, not the one that is due in a couple of days, so make sure you know the cut-off date when your statement is issued. Also, as far as possible, pay off the balance. Do not get sucked into the trap of paying only the minimum payment due.