Upvote:3
New Zealand is a signatory to the Five Eyes Treaty. Therefore they will pass the refusal information along to the other members of the affluent Commonwealth, and this will include Canada.
It does not mean your application will be automatically refused by the Canadian authorities, but they will have access to your previous application(s).
The Five Eyes Treaty is generic to all visa applications and has relevance here because of that. If you have questions directly related to student visas, please use Expats in the future.