I can't speak for Canada but most track days basically work the same way. You can read about it on NASA here:
HPDE: High Performance Driving Event
If you are brand new, you will be assigned and instructor and run with other novices in a group. There will be some classroom instruction before you hit the track. You will then get 3 or 4, 20-30 minute sessions. You will need an approved helmet. In the US, a Snell foundation helmet is required. During this time, you will be in a learning phase, learning the track, the rules, your car and the dynamics of driving on a road coarse. As you develop your skills (aka the driver mod), you will progress though the ladder and the speed will come. As speed comes, so will heat requiring different prep for your car.
Check with your local host club for their local rules.
Good luck and have fun.