The first question is, are you subject to the Labor Standards Act? Most people are, but ask the local labor department or the Ministry of Labor (not the WDA) to confirm it.
The second question is, what does your contract say? (And if applicable, what do the work rules and any related agreement say?)
The LSA requires a “proof of service record” i.e. a certificate confirming your (former) employment to be issued upon termination at your request. If they refuse, they will face an administrative penalty, unless the contract has not been properly terminated.
As for the termination itself, see this thread and the one linked to in it: