There are many signboards on the highway that shows you are entering into Canada. Right before entering Canada, it says "Last exit" before entering to Canada. Once you enter Canada, you are stopped by a Canadian customs officer, and you must show your passport. If you do not have a passport and a valid visa, they will return you to US.

Once you return to the US side of the border checkpoint, if you do not have a passport, they will hold you in their office. Once they make sure you are in US legally, they will let you go. This is my own experience.