If there is no Consulate of Canada in your country, you can apply for a visa to Canada in St. Petersburg or Moscow, in depending on who is the citizen of which country you are, because there is a distribution between cities.

If your country has a Canadian Consulate, then in order to obtain a visa in Russia you must have documents confirming a legal stay on the territory of the Russian Federation Federation, such as: registration at the place of stay, ra work permits and others.