You can call them or do it online at CRA website( you need a code to make an account). We also had to send our marriage certificate as proof later on.
Here is info. directly from the website:
How do I advise the CRA of my marital status change?
If your marital status has changed, you must inform the CRA of your new status and the date of the change. You can do this by using “Change my marital status” on My Account on the CRA Web site or by calling 1-800-387-1193.
You may also complete and send form RC65, Marital Status Change or provide the information by sending a letter to the tax centre that serves your area. Be sure your letter includes the date (day, month and year) of the marital status change, your name and social insurance number, along with your spouse or common-law partner's name and social insurance number (if applicable).