No, sorry, it's not a natural thing to say. You need 'anything' in your question, and we normally say '...been to a country'. so: Is there anything wrong with this sentence : Have you ever been to Canada?

If your purpose is that the subject has born in Canada , also he lives there now you all right. But if you mean the the subject has visited Canada and came back , I think it is wrong.

Have you ever been to Canada? is correct. there is a movement in this sentence thats why we have used "to" before Canada.

Better question, Have you ever been to Canada.