I have yet to find any lookup or validation software with a suitable interface to allow it to be seamlessly integrated into custom software. I have been repeatedly screwed in the ear by vendors promising such an interface if I would buy the product, then not delivering. You end up cutting and pasting to a separate application both to supply the address and to get the resulting postal code — very clumsy. The post office has an online lookup service. That is probably your best bet for seamless integration. Do screenscraping. It will be free and easy to understand, though will require an online connection. It will be more up-to-date than any other service.
It is trivially easy to translate postal code to province, or to do a consistency check. Just look at the first letter of the postal code. If you could find a large address list, you could construct a postal code to city mapping. You could also create one from the data you can buy from the post office.
Digimap offers a list of the legal FSAs (Forward Sortation Areas) in a text file for This can be used for data validation, but not automatic postal code lookup.
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