Q: We have a question regarding to the shipping procedure. Currently we’ve set our local delivery as our store. While a customer places an order, I believe the shipping cost is based our store and the customer’s address.

A: My understanding is that for Canadian deliveries you can assign either the store or the customer address.

Q: However, if we want the product shipped directly from Turn 14 to the customer (so the shipping is calculated accordingly), how should I set it up?

A: You can embed the Turn 14 estimated shipping cost in the Pricing tab of the app.  You can choose the min, average, or max estimate for that product.  But I believe these estimates are for within the US only.
I think you might need to set up a weight-based estimate in the Shopify shipping regions so that you collect enough funds to cover the shipping, or use the Turn 14 live shipping rates which are part of the Enhanced plan of the Turn 14 Distribution app.