I don't know about Canada, but as far as I know, there is no such rule in FIDE, nor in Sweden.
I usually place them all next to the game, except for one pawn that I usually place behind the clock, screws with the opponents mind, so many people are accustumed to counting the pieces off the board, rather than on it.
I'm new to playing OTB and wanted to know if there was a rules about where the captured pieces have to be placed. I only ask because at a club I visted recently I saw a man yell at his opponent for not placing the captured pieces on the left next to the captured pieces of opposite colour.
Is this a rule or ettiquette?