When I applied online back in May 2014, there was no such receipt which needed to be printed and sent anywhere(Not one which i can remember of). If you made payment online, it should have been confirmed and you can log in to your account using the GCKey and check the application status.
You must receive an email shortly with your file number if your application was submitted successfully and you will be notified by email when there is any update to your application status or you can keep checking the status as emails are sometimes delayed by few hours.
Here is the link to check your application status:
http://www.cic.gc.ca/english/e-services/mycic.asp#login
Good Luck!