Алекс приехал из Канады / Alex came from Canada

and faster:

Алекс – it’s a boy's name. Masculine nouns (everything in Russian have gender, not alive things, too) have a consonant in the end. Алекс is a subject (subject is what or whom a sentence is about), and for a subject we use infinitive form of a noun.

Приехал - ехать means 'to go by transport'. When we talk about past, we change “ть” to “л” (for a masculine noun), or to “ла” (for feminie).
При + ехал. Predict при tells, that Alex has already finished her trip and know he's here, in Russia.

из Канады – every Canadian knows, that the right name of his country is Канада. But when we answer a question 'from there?’, it becames из Канады. That form calls a Genetive case.
Сompare with the masculine form: Лондон – из Лондона, and with neutral Токио – из Токио.
So, only feminine nouns (with а or я in the end) changes.