The question re: Canadian work is because you get additional points on your application if you have Canadian experience, but for Express Entry, this is not mandatory. This will definitely help a whole lot but just because you do not have Canadian experience does not mean you cannot immigrate.
I'd echo @Nelline comment about getting work prior to immigrating. This is wholly dependent on what field you work in, how in demand your profession is, and whether there are employers out there looking for that specific skillset.
IELTS is not required for work. I've never been asked to provide this document when applying for work.
Some important documents required for immigration: birth certificate, marriage certificate, passport, police clearance certificate*, medical*, bank statements*, work-related documents, etc. There are many more. The ones with asterisks can be obtained a bit later when you have already started your Express Entry profile.
Hope this helps.