The flash normally fires as the shutter opens, meaning if you have set a slow shutter speed you will get a sharp image of the start of the movement followed by the blur. In the case of a golfer, if you pressed the shutter when the club was parallel to the ground you would get a sharp image of the golfer and club in that position frozen by the flash, followed by the blur of the club as it passed through the impact position. The blur would appear to be in front of the golfer.
There will be a setting on your camera (I don't know what Canon call it) that fires the flash just before the shutter closes, known as 'Rear Curtain'. This will put the blur before the frozen image and will look much better.