No, you do not need to be in the US for him to file the I-130. In fact, you should discuss your particular situation with an immigration lawyer if you decide to enter the US and have the papers filed while you're here, since entering on most temporary statuses with the intent to stay permanently can result in very serious problems.
No. The I-130 is the first step toward receiving your lawful permanent residency. It can be filed whether you are in the US or in Canada. You should consider your timing in moving to the US, as it may be faster to file for Adjustment of Status in the US.
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