No you shouldn't write anything related to your application on the envelope.
Below is the cover letter I used:
NAME
ADDRESS
Phone: ####
Email: EMAIL
DATE
OFFICER CODE
Immigration Section
High Commission of Canada
Trafalgar Square,
London -SW1Y 5BJ
United Kingdom
RE: Canada FSWP Application / E0### (XYZ)
Dear Sir or Madam,
I am XXXX (Date of birth: #####), an applicant for Canada's Federal Skilled Worker Program (FSWP) 2014. My application's ID is E#### (UCI: ##### and Payment Receipt ######). This letter is supplied along with the documents listed below which were requested by your office.
Following your email dated XX/Jun/2015, documents below are enclosed herewith:
- Original Police Clearance Certificates from Indian High Commission and Association of Police Officers in the UK, for myself and my wife
- Copies of passport bio pages along with updated information chart
o Copy of my passport
o Copy of my wife's passport
- Copies of Medical Exam fee payment receipt
- Copy of payment of Right to Permanent Residence fee receipt with my UCI and other details on the form
Please do not hesitate to contact me in case of any questions or concerns.
Sincerely,
Name