Well, there are many parts:
At the federal / national level there is a stream for "self employed" people, that is people who can work on their own. Eligible professions: http://www.cic.gc.ca/english/immigrate/business/self-employed/apply-who.asp
There is also a stream for "start ups." If you have a great idea, and want to launch it in Canada, you need a Canadian investor and then you can come here.
There are also numerous "investor" programs run by the provinces. You can see the full list here: http://www.immigroup.com/start-business-canada