Don't know.
Shadowing physicians in Canada generally doesn't happen unless you're already in med school. It is not required or encouraged for applications, and is generally unheard of altogether.
I have no idea about the paperwork necessary, and as far as I understand there's nothing like the HIIPA (but I don't even know what that is so my understanding of it is meaningless).
I'm currently a Canadian student planning to apply to US med schools, and have asked 3 physicians if I could shadow them. All have agreed, and none of mentioned any paperwork yet, but I won't be going in until next month.
I kind of got lucky on this though -- two of the doctors I plan to shadow are married, and I was their nanny for their kids for 2 years. The other doctor is a friend of theirs that also knows me very well. I don't know how easy or difficult it would be to just walk into a hospital or a clinic and ask a doctor if you can follow them for a day.