Income from non-Registered Segregated funds are reported on a T3 slip (and Relevé 16 in Quebec).
Income from Registered Segregated funds are treated like RRSP withdrawals and reported on T4RSP slips.
You can use the FIND tool to search for “t-slips”, select T-slips from the list & click Go. Check off the slips you need and click the Continue button until you get to the page for that slip.
If you didn’t get any slips, you may want to contact the insurance company and double check that they haven’t just sent them late or are only providing them electronically, etc…