Pay slips aren't an absolute requirement.
That being said, they can often help validate employment, especially if your work experience is from a small firm, family run business, that kind of thing. If CIC cannot easily validate the existence of the employer, or have some reason to doubt the employment history, they can ask for a lot more information including payslips, tax forms, and anything else they may request.
As an example, if you worked for Microsoft, and you have a reference letter on their letterhead, signed by someone who can be easily googled as working at Microsoft, you're probably not going to get a payslip request. If you worked at Joe's Diner in TinyTown USA - they may need a higher standard of proof that you actually worked there.