I want to submit an application for immigration to Canada. Should I send the application first and then pay the application fee, or send it together? Can I submit it directly to the consulate?

Submit the application first. After the consulate receives the application and accepts it, it will send you an email with a check (or your lawyer). Then you can go to the bank to pay with the check.

It should also be noted that you can now apply for passports, notaries and collect relevant materials. If it goes well, you can also consider going to Hong Kong and Macao for free travel (if it is accepted at the Hong Kong Consulate, it can be ignored in Beijing)

I hope it helps you.