I am installing a bathroom fan in an existing building. The ceiling is concrete so I can not put the fan there. It is easy to put it on the wall next to the ceiling over the tub/shower. I will install it so that it is GFI protected but am concerned that the fan may have to be a certain distance from the tub to meet code. I can find no direct reference to this in the Alberta code but lights, switches and recepticals each have their distances from the tub. Am I OK? Assume Alberta Code is similar to US National electrical code.

As long as the fan is GFI protected, and high enough or located to be out of any direct spray of water, you should be fine.

You could ask your inspector. With fans it's about rust. I have fans at the top of the walls at the edge of showers (they are rusty but 40 years old).