Check out the Canadian Gov't website on skilled employment: http://www.cic.gc.ca/english/immigrate/skilled/index.asp

You don't have to be in Canada, or work for a Canadian company, to apply. There are multiple criteria for determining who is eligible, if you have an employer sponsor it makes it easier to qualify. But if you have decent amount of personal savings, a Bachelors degree, a couple years of experience you can qualify without one.

The temporary work permit, the Canadian equivalent of the H1-B, is more restrictive. You are tied to your employer, probably can't start your own company. But this is completely orthogonal to your permanent residence application. You can do your thing, work outside Canada until your permanent residence is granted, then fly over and start up.