How I can change the App Store from UAE to Canada?

I'll add to this since I'm in Canada. You need a physical address in Canada and a credit or debit card issued by a Canadian Bank to use the App Store in Canada. The debit card must be Visa Debit or Debit Mastercard and have those logos, or you will not be able to register it.

You cannot until you're physically there with billing and shipping address in Canada as well as a credit card issued for Canada