We are going to fly to Canada on 4th of July.
We are going to fly to Canada on the 4th of July. (spoken)
We are going to fly to Canada on July the 4th. (spoken)
We are going to fly to Canada on 4th July. (written, British English)
We are going to fly to Canada on July 4th. (written, American English)
In spoken English, say the 4th of July or July the 4th. Do not omit the before 4th of July.
In writing, we normally put the day before the month in British English: 4 July or 4th July. In American English, the month normally comes first: July 4 or July 4th.