No, they are not.  Well, actually, in some cities, like Windsor, yes, they are licensed, but I do not believe that STD screening is part of the licensing package.  

A correction here would be that prostitution is not legal in Canada, it is decriminalized... there is a difference but I won't get into that.

So, no, I don't believe that most girls get screened unless some kind of symptom comes up for them.  If you are concerned about STDs inform yourself as to the risks, and then make decisions in line with the level of risk you are willing to take.

Have fun.