It is written on their website that you have to write to them by snail mail.
http://www.ontarioimmigration.ca/en/pnp/OI_PNP_EE_CAPITAL_FAQ.html
I no longer want to continue with my application to Ontario's Express Entry streams. How can I withdraw my application and have my fees returned?
Applicants can request a withdrawal of their application. at any stage. The request will be considered and you will be notified when a decision is made. Application withdrawal requests must be submitted in writing by mail to the address below; include in your request your full name, date of birth, and Ontario Immigrant Nominee Program (OINP) (OINP) file number (if applicable).
Application fees are non-refundable. The province of Ontario charges fees to partially recover the cost of administering OO. Since the application fee helps pay for the cost of processing applications, it will not be refunded even if the application is not successful, or if you withdraw the application at any stage of the process, or if the province cancels or withdraws the nomination.
Mailing Address:
Ontario Immigrant Nominee Program (OINP)
400 University Avenue, Ground Floor
Toronto, Ontario
M7A 2R9
