Your employer should keep copies of your T4 as well but you can also get them from CRA, see
http://www.cra-arc.gc.ca/tx/ndvdls/tpcs/ncm-tx/rtrn/cmpltng/slps/menu-eng.html for number to call to request a copy.
5, statement of earning is your pay slip. every time you get paid, your employer is supposed to give you a pay slip that gives the information of your hours worked in that pay period, your pay rate, your pay for that period, deductions from your pay (tax, EI, CPP etc.) and more.