In Speaking of Winnipeg (ed John Parr, 1974) McLuhan reported:

I walked to school many times in 50-below zero along Osborne Street across from the Parliament grounds to the old quondset huts that used to be called Manitoba University.

In the postcard vista of downtown Winnipeg from ca 1935 here, Osborne is the street on the right. What was then the downtown campus of the University of Manitoba, where McLuhan apparently took many of his courses,  was located between the auditorium in the front left and the Legislative building in the back centre. A view of the university at this site in 1922 is shown here.

The McLuhan family home on Gertrude St  was located in the back right of the postcard view. McLuhan’s walk to school was only a little over a mile.