If you go through the Quebec process, you'll be dealing with the government of Quebec first:
http://www.immigration-quebec.gouv.qc.ca/en/biq/damascus/index.aspAs CSQ is a Selection Certificate for Quebec -- Quebec alone has the right to select which immigrants it wants to come to Quebec. First you would get a CSQ from Quebec and *then* file the application with the Canadian Consulate.
The processes are different. Quebec places a higher importance on being able to speak French, for instance. You get very few points (although you do get some) for speaking English.
It's likely you will be called for an interview but I believe the interview would be in New Delhi (
http://www.laborlawtalk.com/showthread.php?t=59596)
As to switching provinces, you technically have the right to move wherever you want in Canada after you land, *but* there is a form that is part of the Quebec process that says you promise live in Quebec. Also, they are wary of such arrangements, so in order to get the CSQ in the first place, you'll have to convince the immigration officer that your destination truly is Quebec.
Also, note that it is slightly more expensive to go through the Quebec process as you have to pay fees to Quebec on top of the fees you'll pay the federal government.
Best of luck.