I have no idea about supply of MDF to Canada so this advice might be useless but, here in the UK, it is available in most DIY shops and many smaller local retailers of wood & other hardware supplies. The problem is often that it has a localised trade name (like Masonite in the US is Hardboard in the UK) and you’d need to know that from a local.
As far as safety is concerned MDF is fairly safe to use provided you use some simple precautions.
1) protect yourself from dust if you are cutting/filing/sanding it. A fairly basic dust mask will usually be adequate and clean up with a vacuum and a damp cloth afterwards.
2) don’t use heat to cut it or shape it unless in a well ventilated area. Laser cut kits are fine to use even though they have been cut by heat – just don’t lick your fingers after handling the edges !
Glue with PVA, anything fancier than that is a waste of cash.