I don't know about Canada, but in the US,

1) a vector is not an approach clearance - you need to hear the magic
words, "cleared for the XXX approach"; and

2) a clearance for an approach is not a clearance to descend to the MSA
- you must fly at or above the altitudes indicated for the approach.

The MSA is just meant to be guidance on obstructions near some
reference point (e.g., airport or navaid).