Yes you do have to file taxes for the time you have been in Canada even if it is a week. Let a professional tax office do it for you. Probably won't cost you anything and you won't get anything back but you still have to file it.
Your best option is Express Entry
https://www.canadavisa.com/canada-immigration-discussion-board/threads/express-entry-step-by-step-instructions.273928/
Your best option is Express Entry
https://www.canadavisa.com/canada-immigration-discussion-board/threads/express-entry-step-by-step-instructions.273928/