In the 1840s there were very few if any records of arrivals in Canada.
But there are other possibilities that can be useful after the arrival.
1. On Ancestry; The Canada, St. Lawrence Steamboat Company Passenger Lists, 1819-1838.
2. On Ancestry: U.S. and Canada, Passenger and Immigration Lists Index, 1500s-1900s, based on WHYTE, DONALD. A Dictionary Of Scottis Emigrants To Canada Before Confederation. Vol. 3. Toronto: The Ontario Genealogical Society, 2002.
3. There is also
https://www.theshipslist.com/ships/passengerlists/1819_36stlawrence.shtml
Which includes family names, number in family and the cost of their ticket on the ferry. I found my husband's 3 x GGF on the passenger list.
4. Either on Ancestry or with a Google Search you can find local town or county directories. Some what like an old fashioned telephone directory, with names of the inhabitants and their occupation.
Other ideas, if you know their names and the approximate area they went to, you can search the 1851/52 or later census for them, country of birth will be on the census record.
If you don't have an Ancestry membership, the censuses are all on the Library and Archives Canada website.
Family Search has land records, for grants and purchases, they also have wills.
You can also search for names on maps at
https://digital.library.mcgill.ca/countyatlas/searchmapframes.php
Once again you will need to know names and locations, there are many sources for old Ontario newspapers including
https://ourdigitalworld.net/what-we-do/digital-newspapers/
if they settled in Nova Scotia, New Brunswick or Prince Edward Island, I have very little knowledge of their records, I know there are record collections, but have no idea where to find them.
You could Google Search, historical records, for the family name in a place if you know where they went.
As they were Scots I would be surprised if they settled in Québec, but sometimes people stayed for a while prior to moving to other locations.
This is a great website, but does take time to learn how to use it.
https://heritage.canadiana.ca/