I'm a non-resident and I don't have a SIN. I received NR4 slips and T5 slips from the bank. What shall I do?

[TurboTaxSusan]

You must have a SIN or ITN number to be able to file a tax return in Canada. 

This Canada Revenue Agency (CRA) page has information on how to apply for a Social Insurance Number (SIN): https://www.canada.ca/en/employment-social-development/services/sin/apply.html

If you are not eligible for a SIN number, this CRA page has information on how to apply for a individual tax number (ITN): https://www.canada.ca/en/revenue-agency/services/tax/international-non-residents-tax/in-outside-cana...