When we were getting married in Slovenia, I asked the Slovenian embassy in Canada for information on what papers my husband needs to get married here. They told us exactly what he needed. Perhaps you could ask the Canadian embassy in Belgrad for similar information. Or, for starters, check with whoever will marry you in Canada. Could be different from province to province. For British Columbia, I'd start searching
here. Don't know about others.
If you get married or not, you're probably better off applying outland. Since he's from Serbia, his application would be processed in Vienna and they process applications pretty fast. He might have to go there for an interview though, keep that in mind. If you can find a way to legally keep him in Canada and have the needed patience, then you can apply inland. I'd still recommend outland though, it's faster and you can appeal it if anything goes wrong.
Actually sending the papers is the easier part, the address is in the applicatiton guide.