LMIA at the border

[rorocks]

Hey everyone help needed, please.

I just got a positive LMIA and a friend just told me I could go to the border and apply for the work permit.
can any country do this or does it apply only to certain countries?
I am currently in Canada and am from Africa. I was thinking of applying online but now I am thinking of just going to the border and applying.

pls, anyone, one has any useful tips
I read a few here but the country doesn't apply to me.
is it country-specific? that's my only worry.

Thanks