If you were employed and your employer withheld deductions from your pay (Income Tax, CPP & EI Contributions), they have a legal obligation to issue a T4 slip. The fact they gave you an ROE means they did indeed take deductions from you.
You can usually get a copy of your T4 from CRA (via your CRA My Account or by phone), but if this employer is not "issuing" you a T4, chances are they have not submitted one to CRA either. You should contact them and advise them it is their legal obligation to provide you with this slip. If they still refuse to issue one, you can file your tax return with the figures you have from your paystubs or make a reasonable estimate.
You can always contact CRA and make a complaint about that employer if they still refuse to issue the T4. They have a payroll account if they issued you that ROE.