Yes you have to order it through somebody in canada
Its provided to you for free but there are immigration agents who will obtain it for you for a hefty fee and re-mail it to you (Around CDN$100)
if you have friends in Canada, you can do it through them. Make sure you give them the consent to obtain your CAIPS file by filling the form IMM5475E available in CIC website (in addition to IMM5563B)
http://immigrationguides.com/content/view/207/110/
The following is extracted from http://www.canada-city.ca/canada-immigration/posting.php?messageid=11133
If you are living in Canada you can order your own CAIPS notes for free under the Privacy Act.
1) Go the site
http://www.cic.gc.ca/english/pdf/kits/forms/IMM5563B.pdf
fill in the firm with the required details i.e.:
a) Visa post (e.g. Buffalo, NY etc.)
b) File number (e.g. BXXXX..)
c) Date of Birth
d) Your Postal address (In Canada address only)
2) Check on the box for the CAIPS notes request in the form.
3)Provide a photocopy of your valid permit/visa in Canada (Person requesting).
4) Write a cover letter requesting the notes (Person who requests writes that).
Post all the papers together to :
Citizenship and Immigration Canada
Access to Information and Privacy Coordinator
Narono Building
360 Laurier Avenue West, 10th Floor
Ottawa, Ontario K1A 1L1
Tel.: (613) 957-6512