There are a few 'ifs & buts' here.
Stage 1 - you download the movie from your phone to your PC. Now, I'm no expert on mobile phones but I'm guessing the phone will use something like MP3 format for its video files.
Stage 2 - you burn the file to DVD. Now, the question here is exactly what are you going to burn to DVD? If you burn the file directly to DVD you will have effectively created a data disc (rather than a 'proper' DVD like you buy from Amazon). If this is what you send to Canada, then regions won't come into it. What will matter is whether the recipient's DVD player supports MP3 format. (Most modern players do but it might be worth checking).
Alternatively, if you want to make a 'proper' DVD from your MP3 file then you're going to have to convert the file first. The software for doing this might be integrated into your DVD burning program or you might have to use independent software. The chances are, however, that - depending on your software - you might end up with something in DVD-R or, less likely, DVD+R format rather than 'true' DVD. Once again regions don't come into play but, in this case, it would be necessary to check that the recipient's DVD player supports DVD-R (or whatever)format. (Most modern players do). Even if your software does let you burn a 'true' DVD, it's likely to be 'region-free'. (If you're prompted for a region number, select '0').
So, don't worry about regions but do check the compatability of the recipient's DVD player first.
OR: Why not just try it? DVDs don't cost much. The postage to Canada isn't much, so just give it a go! (Remember to attach a customs declaration form to the package, stating 'Data DVD' or whatever).
OR: If the recipient is online why don't you just e-mail the file?
Chris