Disney will not ship Magic Bands outside of the US. I believe this is due to restrictions on the commercial import of RFID tags (ie. they would need approval in each country). Instead, they will pick up their Magic Bands at the front desk on check-in, which means that they do need to go to the front desk, even if they check in online in advance. Alternatively they could have them shipped in advance to a US address (yours or otherwise), but it's usually not worth the hassle. If they are flying out of Buffalo and really want the bands in advance, a border pick-up location might be easier than shipping through you. That assumes that they have their own MDE account configured. If they are "managed guests" on your account, you will get all of the magic bands anyway. (Just "planning together" by linking MDE accounts won't automatically mean you receive their magic bands.)
Otherwise the differences are minimal. They will still receive the yellow baggage tags, shipped to whatever address is given when they (or you on their behalf) register for the Magical Express. If they are flying out of the US or any major Canadian airport, they will tag their bags and see them again at the resort, just as a US resident would. (If they fly out of a smaller Canadian airport that does not have US customs pre-clearance, they would have to at least temporarily pick up their bags in Orlando, but that would be a very small percentage of Canadian travellers.) They can use the confirmation letter that comes with the luggage tags to check into ME if they don't have their magic bands.
If they fly back directly into Canada, they will not be able to use Resort Check-in, and their ME pickup time will be 4h in advance instead of 3h.
The only other thing I can think of is that if they bought discounted Canadian Resident tickets, they will need to be validated (show proof of Canadian residence or Canadian passport) at Guest Services before entering the park. They would have received those instructions when purchasing the tickets.
Hope you and your guests have a great time!