The instruction should be mentioned in the PPR letter. Whether you need to send it to Canada or Riyadh. Isn't it mentioned there?
My VO is London and y PPR email mentioned the below clearly..
1. Submit the documents listed below to our office in Riyadh (not to our London office), according to the instructions in Appendix C. All documents for you and your accompanying family members must be submitted together in one package.
Appendix C - Submission and Return of Passports
Please refer to the “Passport Transmission Services” section of the VAC website for details on how to submit your package for secure transmission and for issuance of the permanent resident visa(s).
www.vfsglobal.ca/canada/saudiarabia/index.html
You should expect to be without your passport(s) for four weeks, so do not arrange any travel that will require your passport(s) during this period.
If you have not heard from us after four weeks, you may contact the London office using the email form on our website. Please send all enquiries regarding this application to the London office (not the Riyadh office).