Not sure you need one of them... Who you are, what you do and any potential benefits to Canada should be in the forms they want you to fill in.
If there's any extra paperwork in the application it should be pages supporting things like travel history, work history, accommodation history, education etc.
There's no point giving them more than they need, it's just extra work and you want it done as quickly as possible...
Use the document list as your guide. If it doesn't mention a covering letter don't waste time writing one. You can't charm your way in with a well crafted letter like it's a job interview...