Hi Shaw,
There are many routes that your ancestors could have taken, both Canadian and American. If they came in the late 1800s and/or early 1900s they could have come through Buffalo NY and then traveled north to "the Lakehead" Thunder Bay (then called Port Arthur and Fort William) and the across to Winnipeg and then travelling further West to BC. At that time there was a large migration to the Canadian West of which they may have been a part. I would look at the road maps and see where they are and this would give you a good indication where the travel routes would have been in the early days.
If they came via an American route, there are many boarder crossing along the US/Canadian western boarder where they could have crossed over to go to any western province. They could very likely have also taken a laker ship from their place of origin in NYS, or Ontario, to the port of Port Arthur and then continued west from there by rail . Another likely way of getting there would have been by train, right from NYS. I believe the CN Rail was the passenger train company - owned by the Government of Canada and they had rail linesl from Canadian coast to coast. There would have been trains crossing crossing the US/Canadian border as well to make travel connections.
Sorry not to be more specific, but these are some of the ways your Italian ancestors could have reached their destinations in the Canadian west. Hope it helps you though,
JDC