I want to apply for a PhD in Canada. The webpage of the university says that I have to submit "transcripts for all current and previous post-secondary study". Does that include high school transcripts?
No. Secondary refers to grades 7 through 12 in the US; Canada should be similar. It's called secondary because it comes after the primary grades K through 6. Junior high is usually grades 7 and 8. High school is typically grades 9 through 12, so post-secondary is after high school, meaning college and graduate school and any vocational or certification training.
While your high school studies count as secondary study, if you did AP classes (especially if you used them towards your degree) or vocational classes that gave some kind of trade certificate (especially higher level ones) they are "post-secondary" even though you did them before finishing secondary study, so the university probably wants them officially documented.