1) If you are coming from outside the country and are not Canadian then you will need a study visa BEFORE you come here. A work visa and such, unless it's an immigration visa, will not allow you to study. Sorry, but you don't say where you are coming from.
2) There are a number of good post secondary institutions in Edmonton. UofA (University of Alberta), NAIT (Northern Alberta Institute of Technology), Grant MacEwan University and others are found in Edmonton. Where you can go will depend upon what you want to take, what you qualify for and what you can afford.
3) Living in Edmonton. Yes, you can live in Edmonton...many people do. Housing is expensive in Edmonton and going up. You may qualify for student housing if your educational institution offers it or has it available but you don't mention if you want to rent or buy so I'm not going to waste any more electrons on that area.
4) Jobs are available as well however IF you are on a student visa you will not be allowed to work except for a few select types of jobs connected with the University/College you are going to. Otherwise, jobs can be available if you want to look hard enough to find them.