Before you get into the following, ask yourself if you ever received pay stub/slip that shows the amount you were paid and any fields for taxes withheld. Perhaps the fields are empty but the taxes were calculated and remitted. The calculation could just not be on the slip but it works out if you use the payroll calculator on the CRA website. Confirm with your employer. If they specifically told you, they are not registered with the CRA or they never remitted any taxes, then do the following:
If you are paid less than what is set out in the contract, then you can contact the office responsible for employment standards in your province. You have to go on your province's website and figure out who is responsible.
For any taxes owing, you have to contact the Canada Revenue Agency. Your employer has a reporting and remitting obligation to the CRA. If they took taxes out of your paycheck but never sent the money to the government, that is twice the crime. The CRA will need your employer's BN number and name. You can only hope that your tip is sufficient to trigger a spontaneous assessment.
In regards to your immigration question. If CIC or Service Canada found out about the breach, they might not trust your employer anymore to give them an LMIA in the future. So maybe they shouldn't be your first point of contact? There is only one immigration program that takes, to a limited degree, your salary into account, namely the Canadian Experience Class. If the amount of salary you were paid indicates your were not actually employed full-time or continuously, then you could be refused, but it's a different matter if your employer owes you back money and that can be confirmed through a provincial investigation.
Most important, however, is that you resolve the tax situation first.
I hope that helps.