Yes. You will doing direct inlanding in Canada itself. Nothing to worry. Very easy process. This process will take only 10-15 mins. You have to give ur photos, passport. You and your dependants interview on the same time. You can go in a family.
They will issue you a COPR and it will have all the information about you. Officer will ask you to validate and then you will sign it.(Incase of any correction, they will issue the updated COPR Immediately). After that you will become PR officially. And your will PR card will be delivered in 8-10 weeks.
I hope your dependant has visa to enter Canada. Incase she cannot travel immediately, may be you can reschedule the interview. Please note that your dependants should be in-person for the interview.
Wish you all the best!!