Canadians elect a parliament, not a government.
That, at least, is the way our Westminster-style democracy is supposed to work.
Each riding selects its Member of Parliament (MP), using the admittedly flawed and unfair first-past-the-post system.
Those MPs go to Ottawa, where they express their "confidence" in prime ministers -- and, as a rule, the parties they lead. To stay in power, a prime minister (PM) must retain the confidence of parliament.
That does not mean PMs must win every vote. Not all are confidence votes; but a good many are, notably votes on any measures that entail raising, borrowing or spending money.
U.S. has no confidence vote
The Americans do the same thing as we do, in part.