The most important thing for us to consider in advising you is whether you are from a
visa-exempt or
non-visa-exempt country. If you are from a non-visa-exempt country, you'll need a TRV to board transport to Canada, and it will be impossible to get one if you mention a fiance in Canada or plans to marry because, more than anything, you need to prove your intent to return to your country of residency when your authorization to visit Canada ends. You won't be able to do that if you're getting married here.
So, there are not simple answers to your questions. Basically - NEVER admit that you're coming to Canada to marry, even if you're visa-exempt. Any time you attempt to enter Canada you need to be able to demonstrate that you intend to leave at the end of your authorized stay - so you should be able to show ties to your country of residency and return itinerary, at the very least. Understand that marrying does not mean you're authorized to stay - you must be sponsored after your marriage for permanent residence. How you go about that depends on many factors. There is
an application that the two of you need to file - fees to pay, a medical exam you have to undergo, criminal clearances you have to obtain and submit, etc. Your marriage will be scrutinized to be sure that it is a genuine marriage and not one entered into just to facilitate your entry to Canada - so you will need to submit evidence of your developing relationship, proof that you correspond regularily when apart, pictures of you on visits to one another, (yes, definitely) pictures of your wedding, etc. It's always important that parents support your marriage and attend your wedding - this is not always possible, but if that's the case, you need to have a good explanation.
As far as getting married in Canada v the UK - just depends on your situation . . . how easily you can get into Canada, etc. Marrying in Canada is not an advantage as far as "proving" your marriage to be legal or genuine. Don't know what docs your gf would need to get for a marriage in Canada - I'm sure either of you could do a google search on marrying in (Province) and find a website that will give you the info you need.