Hey!
Congrats on the COPR! I haven't seen one, so I am not sure, but I assume that the document itself is not valid to travel - you need a passport for that.
As you are from a visa exempt, the COPR is not attached to your passport, but has been sent to you directly. Probably to avoid that people think that the document itself is enough to travel, then they put that mention. But if you travel with your passport, and take with you the COPR + B4 forms if needed, you'll be able to "land" (complete landing procedures) in 2 weeks, indicate the address in Canada where you want to receive your PR card, and leave the country after that if you need. THe positive part is that like this when you move to Canada for good, you might have your PR card, as well as health insurance (there is a 3 months delay before you are covered in Canada).
Enjoy your travels!
Sweden