Unless they are also citizens of Canada (i.e., dual citizens), a UK student in Canada on a student visa may work for pay only as a teaching assistant (aka tutors) at the university, college or conservatory where s/he is registered.

Music students are highly likely to be offered gigs for cash in the, um, "informal" economy. If you choose to do this, be aware that a student visa doesn't entitle you to work except as a TA, so you find yourself in trouble if somebody wants to drop you in it.

If you travel to the U.S., Border Service agents will ask you many, many pointed questions about whether you expect to perform while you are on U.S. soil. Especially if you are carrying an instrument, say you are visiting friends and will be playing only for fun. The U.S. Border Service is very protective of American musicians, and spare no effort to ensure they get any gigs that might be going -- even folkie gigs!

Also be aware that, in Canada, non-citizens pay higher (i.e., ruinously expensive) tuition fees, and are not entitled to government student aid. But most institutions don't require you to cough up the entire year's fees at once; you can pay at the beginning of each term.

Other than that, come on over; it's kinda nice this side of the Herring Pond.