It is routine in visa applications to be asked questions about family, and a relative in Canada may have a bearing on your application. You should provide all relevant information and how it might affect your application will depend on your individual circumstances.
Do you plan to live with your brother while attending school, is he in a position to sponsor you or to provide some financial support, do you intend to remain in Canada after your program ends to live, work, reside? Visa applicants are expected to be open and honest; anything less can affect both your short and long term goals and aspirations.