Some book titles to get you started. This is not an exhaustive list!
Annotated bibliography of English-language books and articles relating to the Swedish experience in Canada
Barr, Elinor, 1991.
Nordic people in Canada: a study in demography 1861-2001
Epp, A. Ernest, 2004.
The story of Augustana Lutherans in Canada
Baglo, Ferdinand Eugene, 1962.
Swedes in Canada: invisible immigrants
Barr, Elinor, 2015.
Early Swedish settlement in Alberta, Canada: 1890-1930 with a bibliography.
Janssen, Viveka, 1979.
The Swedes in Canada before 1873. Svenskarna i Canada före 1873.
Aminoff, Sten, 1997.
In Denmark born--to Canada sworn : Danish-Canadian lives
Larsen, Birgit, 2000.
Defiant sisters: a social history of Finnish immigrant women in Canada
Lindström-Best, Varpu, 1988.