I gather from your posting that you have applied outland (Mexico VO) but are currently in Canada and have been asked for the informe de datos registrales.
But I am confused because you say you received the letter from the embassy but then you ask about how to receive the letter from the embassy......
As you may or not be aware there are 2 different documents for federal police checks from Mexico. One is the Informe de datos registreales and the other is the Constancia de Antecedentes Regístrales.
You should provide the document requested. (If you are asked for an informe get the informe if you were asked for a constancia get the constancia.)
Usually the informe is for people residing OUTSIDE of Mexico and the Constancia is for people residing INSIDE Mexico.
The instructions for the Constancia can be found here:http://www.pgr.gob.mx/TransFoc/antecedentes%20registrales.asp
The instructions for the Informe can be found herehttp://www.cic.gc.ca/english/information/security/police-cert/north-america/outside-mexico.asp
Good luck and let us know how it goes