Learn French: Mon cousin étudie au Canada. - My cousin studies in Canada.

In French, countries have a gender. Canada is masculine, so we use au to say "in" or "to" a masculine country. If it were a feminine country, like France, you would use en (en France).

Wait, isn't au a combination of à and le?

Exactly! You are literally saying "in the Canada". French requires you to use "the" before most country names, so when you combine the preposition à (meaning "at" or "in") with le (meaning "the"), they contract into au.

How would I say "my cousin" if my cousin is female?

You would say ma cousine. Because a female cousin is a feminine person, you change the possessive word "my" to ma and add an "e" to the end of the noun.

Why doesn't the verb étudie end in an "s" like the English word "studies"?

In French, verb endings match who is doing the action, not the English spelling. Mon cousin is a singular subject, just like "he" (il). For regular verbs like étudier, the "he" form ends in an "e", which is completely silent.