You file your taxes once a year like any other person, you'll just owe taxes then on everything you've made that year. I suggest taxing yourself, ie, setting money aside from every payday or every month into a separate account so that you don't end up owing a ton come April. You will be charged CPP too, and since you're self-employed, you pay 14%. (Most people pay 7% and their employer pays the other 7%, but we don't have employers, so we pay both)

The only additional program you can choose to pay into is EI for self-employed people. I don't know how you go about starting to pay into that, since I do not, but essentially you pay into it in one lump sum (I think, or maybe you can set it up to pay quarterly) so that you can go on EI for sick leave or maternity leave. You can choose to pay into the program or stop paying into it whenever you wish, but you can't USE the EI benefits until you've been paying into it for a year, and once you claim EI benefits, you must continue to pay into it (you can no longer choose to opt out). Because the benefit would only be 55% of what I make in a year, after deductions, I don't pay into it, but it's worth thinking about.

I set aside about 20% of what I make for taxes. That covers taxes and CPP generally, although this is only my second year doing this and my first wasn't a full year, so I'm sure people who have been in this business longer can let you know how much they set aside.