Note that if you are not a PR or Canadian citizen, you can't just come to Canada and start working as a self-employed person.
To work in Canada you will first have to find an employer who is willing to offer you a job, that employer must then obtain an approved Labour Market Opinion and request approval to hire you. If the LMO is approved you can then apply for a closed work permit that is tied to that specific employer. If your work permit is approved you can then come to Canada and start working.
I had my own ideas of what self employment is. Luckily I have been a dj, music producer... I do work with graphics... so I may qualify, and I have experience, I actually part of music history of Thunder Bay and of Port Elizabeth (South Africa).