There is no requirement to disclose information you have not been asked for, unless and until you are asked. Therefore, if the visa application you are filing requests further information about entry to other countries, Commonwealth countries, or Canada in particular, then you should disclose the information you have been asked to provide. If it includes visa applications and their approval or refusal, outside the UK, then you would need to disclose your refusal by the Canadian authorities.
Preparing for an interview, however, should involve documenting any point of potential uncertainty for the consular officer, and being prepared to answer any questions, ideally with something in writing to back it up. If there are or were mitigating circumstances that explain or justify your position in relation to the refusal, then you should prepare yourself to answer questions with that information, and take with you any supporting evidence. This often requires thinking outside the box and is not as straightforward as an application form.
My answer comes from having both successfully applied for my own visas and assisted others in filing applications and preparing for interviews, including in/for the UK, and for both immigrant and non-immigrant classes.