Figure 1 shows the surface observations at 1:00 pm CDT, which shows a low pressure system over northern Ontario with a trough of low pressure extending west across northern Manitoba. This trough eventually moved south and triggered thunderstorms across central Manitoba, which ultimately led to this tornado.

According to Environment and Climate Change Canada (2018), an F0 tornado touched down at 3:30 pm CDT near Shoal Lake, MB. The track and width of the tornado was not documented by ECCC. The tornado caused no fatalities, injuries or property damage.
Sources
NWS Weather Prediction Center Surface Analysis Archive. (2017). Surface analysis 18Z Mon Jul 22 1996. Retrieved from: https://www.wpc.ncep.noaa.gov/archives/web_pages/sfc/sfc_archive.php
Environment and Climate Change Canada Data. (2018). Canadian National Tornado Database: Verified Events (1980-2009) – Public. Retrieved from: http://donnees.ec.gc.ca/data/weather/products/canadian-national-tornado-database-verified-events-1980-2009-public/