There is a local indoor CQB place to play in Winnipeg:
You can find some stuff for sale at XT (although they do not sell guns; they sell parts, bb's, and equipment like vests, helmets, goggles, etc.).
SIR Sporting Goods on Ellice has a small selection of WelFareSoft stuff (clear junk by CYMA and FirePower) that is of low quality and overpriced.
Anderson & Anderson Surplus in Neepawa also has stuff for sale. You can find a link to their site under the "Canadian Retailers" bar at the top of the forum.