Yes. XD Mounties have guns in Canada. They are a police force, patrolling on the federal, provincial and local level. While Due South only briefly had a cameo by duty-uniformed Mounties when they were transferring Ian McDonald, they do patrol in cruisers and they do all of the same policing that Ray would already be familiar with, albeit under a different set of laws. Mounties do everything from street level enforcement, ala the local cop you see running a speed trap, all the way up to years long undercover operations to ferret out federal crime. If Ray were a Canadian citizen (that's a requirement for the RCMP) and managed to pass the various hurdles (physical, polygraph, psych, background), he would certainly be able to become a Mountie.