You must prove it when you submit your application in response to an ITA.
You must still have the minimum required amount when you enter Canada. A border officer can ask you for proof (in practice, this rarely seems to happen, but you will be refused entry if he asks and you can't prove it).
There are specific requirements for how to prove that you have the money. In essence, you will require a letter from your bank. Exact requirements are explained on this website (scroll down to "Proof of funds").