I download shapefile of Alberta from GEOFABRIK in order to work with the roads shapefile. The problem was that I get an attribute table with 94,644 rows that was slowing down the computer, additionally to the fact that I get every small road and just the main one as I wanted.
I looked in the attribute table and found that the road type are classified in the fclass column. As described here I use the categorized function to classify the different road types, so I was able to display only the primary roads.
However, it was only a partial solution, I still have a lot of unnecessary data seem to slowing down me computer. I was looking for a way to extract the data in need, and to work with this kind of big database.