Body-wise both the US and Canadian Fit are identical. They both have extended bumpers and different front fenders, headlights, hood, rebar, and rad support from the JDM ones. So in short, yes, you have to do a JDM converson to put on a Mugen kit. Although there is now a USDM Mugen copy available iirc.
I actually have a post on my blog on the differences between the US and Canadian spec Fit. You can read it
here.