Do I directly need to send my transcripts that I got from my university while applying to Canada or get it done through WES?

The university must post it to WES not the applicant. But if you stay in the same place and share the postal code with the university then you can collect the sealed envelope from the university and post it to WES. The rule is that the envelope must be sealed and stamped by the university and mailed from the postal code where the university is situated.