Congratulations! I am glad to hear that you have got married successfully in Russia. If you want to bring your spouse to Canada, you will have to prepare a Famiy Class Sponsorship application package.
First, you have to decide whether you would like to forward Outland or Inland application. Some people believe that outland application process goes faster. If you choose Outland application, then you should mail your application package to Mississauga, which will prove you as a sponsor.
Second, you have to think about how you will prove the genuineity of your relationship. It is very crucial to prepare photos, emails, letters or other evidence that will show immigration officers that you had been in touch with your spouse for a period of time before you got married.
Third, you need to provide some sponsorship supporting documents. You may also mention your parents or relatives as co-sponsors if possible.
I recommend you to read the government web-site and topics on Family Class Application of this forum carefully to go through all requirements and procedures. Moscow visa office also has a pretty good web-site you should visit.
One should say that your wife will be required to stay in Russia waiting for the proof of your sponsorship if you submit an outland application. In general, her immigration visa will be issued in 6 - 12 months if all supporting documents are fine. Inland application process takes longer time, but you may start it only if your wife can enter Canada on a visitor's visa, for example.