Hello reyshel,
It is advised to send everything together so as there will be no delays in processing your application.
That being said, I never sent in the police certificate from my home country with the application, since it was taking along time for them to issue me the certificate. My application was not returned to me, and CIC emailed asking for me to send the police certificate within 30 days of receiving their email, which I did. My application was retained in Mississauga for processing.
I have not heard of anyone getting their application sent back because they did not include a police certificate, but maybe others on here have.
If you choose not to send it in with your application, I would also advise NOT sending in the police certificate UNTIL CIC contacts you to do so. This way it won`t get lost among the paper work at the VO. I hope this has been some help.