Can I Get Visa, From The Country I Applied From Initially

[ESCO]

Can I Get Visa, From The Country I Applied From Initially

I was resident in the UK by reason of studying in the UK.
In this time the initial place of my Canadian Residency application was in the UK. I finished study and returned to my country.
I now have a UK visit visa allowing me to visit my family the UK.
All correspondence from the embassy has been posted to my UK family address.
I would like to find out if I can come and collect the visa in the UK.
I dont want my file transfered back home.
I would still prefer to collect it from the UK.

Regards