The name of the form is IMM 5406 Additional Family Information. On all the other immigration forms, 'family members' means only your immediate family, that is your spouse or partner and any children (though there is also another form that asks for your parents' names). On this form, CIC wants info about your additional family, so yes, include your spouse or partner, your parents, your children, and all siblings, even if they are already Canadian or PR, and even if they are not being sponsored by you and never will be.
This is just background information CIC wants. They use it for background checks, and will check the info against other applications made by relatives.