If you are a Canadian citizen, you can leave Canada while the sponsorship is in progress.
If you are a PR, you are supposed to stay in Canada while the sponsorship is in progress (though a quick trip out is OK).
If you leave Canada for a long time - for example, a year or more - to wait with your spouse, you have to prove you will return to Canada. Three recent cases on the forum here were refused because the sponsor was outside Canada waiting with their partner, and the visa officer said they didn't provide enough proof they would go back to Canada when the PR was issued.
A visit of a couple of months will be no problem, however.
