Hi, First time doing my Tax here in Canada. Just wondering how I actually receive my tax refund? I have completed my return but it never asked for my bank details?

If you haven’t set up direct deposit with the CRA, you can do so here: https://www.canada.ca/en/revenue-agency/services/about-canada-revenue-agency-cra/direct-deposit.html

If you don’t want to set up direct deposit, the CRA will mail you a cheque if you are entitled to a refund.