You can mail them if you want , but you need to write your file number on top of evelop that was assigned to you by CIC, which you can find on the sponsorship approval letter, the letter also should have mentioned that any further correspondence should be done to your relavent visa office.
I have sent additional documents by using Case Specific Enquiry and it was confirmed by my ATIP notes that those documents have been attached with the file.
If your file is Italy, Rome, then you can use the following link to submit documents.
https://dmp-portal.cic.gc.ca/enquiries-renseignements/case-cas-eng.aspx?mission=rome&_ga=1.75386770.1826030899.1397487690