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Is it necessary to prove the places where i used to work by paper?

If you claim points for those, you are required to add employment letters. If for some reason the employer can't provide that, you have show that you tried your best to get the employer document.
 
Is it necessary to prove the places where i used to work by paper?
If you will add that job under Work Experience category, then YES
if you will add that job under Personal History, then NO