Pls. help. Baby born in Canada.

Hello everyone!
My name is Alexander. We have a questions.
We (my wife and I) are visitors in Canada.
Our eldest son is Canadian and have already applied for sponsorship parents (us).

1. I didn't understand when our son (sponsor) has to receive the first answer - can to be a sponsor or not?
2. Our sons are – 21, 18 years and 1.5 months. All of them less 22 years, needs parent's support and, I hope, we can stay in Canada during the immigration process.
3. We have a newborn baby in Canada last two months, the baby is Canadian.
The Canadian has to live in Canada :)) Baby needs our support.
in this case - we have info that we can apply direct for a PR to ensure the support for baby (our application will based on baby is Canadian citizen and he needs our support) regardless (parallel process) of family sponsorship program.

Does this info RiGHT? and how we have to apply (application #, guide....) ?
Thanks for your attention!
Alex