As an employee, you are required to remit EI premiums via payroll deduction. The total you contribute will be used as a credit on your tax return and if you over-contribute, you could receive a partial refund of the premiums.
You can enroll in the EI Special Benefits program for self-employed individuals but it's important to note that you must be registered in the special benefits program for at least a year before applying for EI benefits.
The majority of taxpayers won't ever receive EI benefits but unfortunately, all employees (with a few exceptions) must contribute to the program.