If you got your PR visa based on a job offer in Saskatchewan, you should either land in Saskatchewan or if you can't find a direct flight, buy a transfer ticket taking you to Saskatchewan after your landing. You should give a Saskatchewan address for your PR card.
You do not have to stay until the PR card arrives but keep in mind that you do not ever want somebody to be able to say that you are guilty of misrepresentation by using a job offer to get PR when you never planned to do the job. This is especially important if you applied through a PNP.
