Hi Victor,
In addition to indicating which hours are insurable (as mentioned by Lisa), you need to indicate what earnings are insurable. This is done through the cumulation to WT/122 in T512w.
The configuration of the Web ROE is in the IMG at Payroll > Canada > Reporting and Statistics > Record of Employment (ROE) > ROE Record of Employment (New version).
In addition, you can find documentation on the SAP Canada webpage of Service Marketplace. Go to www.service.sap.com/globalization then click on Country Information > Americas > Canada > HCM > Resources.
Hope this helps.
Kim LaPierre, PAYattention Consulting