I keep seeing people that are in the ITF,WTF,IKGO and so on, what do these organizations do? and are there any in Canada?

These are different organizations of styles. The ITF is the International Taekwondo Federation, the WTF is the World Taekwondo Federation, and so on. There should be schools of each of these in Canada. Schools are affiliated to the organizations, and their students are recognized internationally within schools of their respective organizations. These two organizations also hold national and international competitions for their members. At this time, the WTF is the governing body for Olympic Taekwondo.