If you never received your EI Benefits until Jan/Feb 2020, you likely would not receive a T4E tax slip until next year.
Any Government issued slips would show up in your CRA Account for 2019 before the end of February 2020. If you think you may have a T4E out there, you can sign in to you online CRA My Account, (if you have one) or contact CRA at 1-800-959-8281.
These slips would also be imported to your tax return if you used the CRA AutoFill My Return service.