I am currently studying in Canada, but not in Quebec. I asked your question to a friend who is living in Montreal and will post his answer here as soon as getting his reply.
Since I also applied the MBA program in McGill U, I would be glad if you can tell me your experience about interview for this program. thanks a lot.
To LZ: I just got reply from my friend. "Foreign students who want to study in Quebec need CAQ (Certificate acceptation Quebec). This document will be issued by Quebec. Other documents such as study permit are the same as documents for students who want to study in other provinces. The CAQ is not very important for your visa. You can apply for this document even after you already come to Quebec. "