Instead, they are "appointed by the governor general on the advice of the prime minister." (http://en.wikipedia.org/wiki/Senate_of_Canada ).
By contrast, MPs (i.e. Members of Parliament), the members of the so-called Lower House (a.k.a. the House of Commons) of the Parliament, are elected. And, indeed, "the House of Commons in practice holds far more power than the upper house, the Senate. Although the approval of both Houses is necessary for legislation, the Senate very rarely rejects bills passed by the Commons (though the Senate does occasionally amend bills). Moreover, the Government of Canada is responsible solely to the House of Commons. The Prime Minister stays in office only as long as he or she retains the support, or "confidence", of the lower house." (http://en.wikipedia.org/wiki/House_of_Commons_of_Canada )