Q1 - Form IMM 5481:
Do I need to sign that because there is no box for signature? Also same applicable for IMM 0008
There is no place for a signature, so you don't have to sign them.
Q2 - Form IMM 5482 and/or IMM 1283:
I am sponsoring my wife only and we have a baby coming on June? Do I need to fill the complete Financial Evaluation
No.
Q3 - Form IMM 5406:
Section A: the spouse or common-law partner, does this include me, or you meant a previous marriage ?
It means you. She should list you in A as her spouse, and then not sign under section A.
Q4- Form IMM 5491:
In sponsor checklist you asked for sponsored person passport and police certificate also you asked for it in Part-3 (Country specific) does each of us have to provide separate copies
You only need one copy of any documents asked for (unless the notes specifically say to send more than one copy, which I don't think they do anywhere.) So just send one copy of your wife's passport and the police certificate. The sponsor does not need to send a copy of his passport, unless you are using it as part of your proof that the relationship is genuine.
Q5 – Part-3 of the package (Country Specific):
The two attached DECLARATION; my wife don't have any children or previously married, does she has to fill any of those declarations?
These 2 declarations are only for citizens of Russia and former USSR states, or residents of the same. Your wife doesn't need to include them.
Q6 – Part-3 of the package (Country Specific):
MILITARY SERVBICE; my wife never served in a military, If she says no she needs explanation, what should I write?
This is here because in some of these countries military service is compulsory, so if you didn't serve, you would have to explain why. If your wife is a citizen of a country where military service is not compulsory, she can put "N/A" on the form, and write as an explanation that in her country women are not required to do military service.
Q7 – Part-3 of the package (Country Specific): Section 5:
-- PROOF of relationship; we both lived in the same country (UAE) prior to marriage and our mobile phones are prepaid, so I don't have proof for these points, but I provided enough photos of the engagement wedding and mixed once. Is that sufficient?
-- Proof that you are partners; I provided translated Marriage certificate, does my wife have to provide the same or mine is enough? In another meaning does each of us have to provide separate copies?
You only need one copy of any evidence you send. The sponsor's application and the applicant's application stay together throughout the process, so you can attach proof that is asked for in both applications in a separate section at the end.
To prove your relationship is genuine, send in as much evidence as you have. Since you have been living together, make sure to send proof of this: both names on a lease or mortgage, an affidavit from the landlord, roommates, relatives, etc. stating that you two are living together. Utility bills in both names. Joint bank accounts and credit cards. Mail addressed to both of you at the same address. Etc. Anything that shows you live together.
You can also get affidavits/letters/emails from friends and relatives stating that they know your relationship is genuine because ...
Q8 – My wife is pregnant, does she has to do the Medical Exam now? Or once Canada's immigration requests it?
Because it is only valid for certain period of time
She should not have an X-ray while pregnant. Somebody on the forum said that CIC accepted their medical without the x-ray, and just had her do the x-ray after the birth of the child. Other people said they had to wait until they gave birth before they got the whole medical done. Maybe try phoning the DMP you will use and asking him/her what she should do.