Here is an exerpt from the Service Canada website:
"To receive regular benefits you must submit an EI application online or in person at your Service Canada Centre, even if you receive or will receive money when you become unemployed.
You must request your Record(s) of Employment (ROE) from your last employer as well as from any employer(s) you worked for in the last 52 weeks. Submit your application as soon as possible whether or not you have your ROE(s).
If you are having difficulty obtaining your ROE(s) from your employer(s), we can help. Go to your Service Canada Centre or contact us at 1 800 206-7218. One of our agents will advise you how the ROE can be obtained or what is needed to calculate your claim.
Delaying in filing your claim for benefits beyond 4 weeks after your last day of work may cause loss of benefits."