Wellll, Hetalia Wikia best summarizes the current amount of canon interaction the two have had: http://hetalia.wikia.com/wiki/Prussia/Canada (not much, but in this fandom, it's a little surprising how little interaction some of nation-tans need (or don't have) before they're shipped, regardless)
Mostly, Prussia is one of few nations who doesn't mistake Canada for America (it might be because Canada is one of few nations who actually pays attention to his antics? /fff); they had a brief moment where Canada shared his beloved maple syrup with Prussia and Prussia decided he loved the stuff. So, from a canon perspective, they have a fairly loose but friendly relationship that has a potential to be ho-yayed with some fandom prodding.
I tried looking up more information about Wikia's "Factual Truth"--mostly on New Prussia origins--but couldn't find much solid evidence in the half-hour or so I took on the Interwebz FFFFT. From official standpoint, this is about it: http://geonames2.nrcan.gc.ca/cgi-bin/v9/sima_unique_v9?english?FEAOH?C.
It's (vaguely) documented, however, of contact between the German/Prussians and early Canadian settlers of New France in this Wiki snippet: http://en.wikipedia.org/wiki/Canada%E2%80%93Germany_relations (worth a skim, at least)
The IRL contact between German-Prussian troops and Canadian settlers during the American Revolutionary War is also worth noting (detailed here: http://en.wikipedia.org/wiki/Germans_in_the_American_Revolution), especially the fact that Prussian soldiers did attempt (failed) Canadian campaigns. (Like this guy: http://en.wikipedia.org/wiki/Frederick_William,_Baron_de_Woedtke) According to the aforementioned articles, however, it might be deduced that Canada and Prussia used to (up to the end of the Great War) have a somewhat strained relationship.
Canon-wise, Canada seems to get along with most nation-tans (respective of his IRL diplomatic relationships), and he's probably one of few people who can put up with Prussia (if they are, indeed, friends), considering that Prussia acts -almost- identical to a CERTAIN way-too-enthusiastic brother of his