Hi, I am a US Legal resident and want to deduct my student Loan Interest from the Government of Ontario Canada. I don't have any form issued by them

See this answer by AnthonyC to a similar question:

There is no requirement that the student loan is held by a US bank in order to deduct the interest.  However, there is a requirement that the proceeds of the loan were taken out to pay “qualified higher education expenses” and, in turn, one of the requirements of qualified expenses is that the school be an "eligible educational institution." 

See this definition of an eligible educational institution:

An eligible educational institution is any college, university, vocational school, or other postsecondary educational institution eligible to participate in a student aid program administered by the U.S. Department of Education. It includes virtually all accredited public, nonprofit, and proprietary (privately owned profit-making) postsecondary institutions. 

Certain educational institutions located outside the United States also participate in the U.S. Department of Education's Federal Student Aid (FSA) programs.

In sum, you would need to contact your foreign school to see if they participate in the US FSA program and if they are an eligible institution.  If so, you could deduct the interest provided you meet all the other requirements of the student loan deduction.

You could also look up your school using the link below - if your school has a FAFSA code, then it is participating in the Federal Student Aid program.  There are quite a few eligible Candian schools, so its likely that you will be able to deduct the interest provided you meet the other requirements (see list below).

See FAFSA Federal School Code Search

You can claim the deduction if all of the following apply:

• You paid interest on a qualified student loan in tax year 2017;
• You're legally obligated to pay interest on a qualified student loan;
• Your filing status isn't married filing separately;
• Your MAGI is less than a specified amount which is set annually; and
• You or your spouse, if filing jointly, can't be claimed as dependents on someone else's return.

 A qualified student loan is a loan you took out solely to pay qualified higher education expenses that were:

• For you, your spouse, or a person who was your dependent when you took out the loan;
• For education provided during an academic period for an eligible student; and
• Paid or incurred within a reasonable period of time before or after you took out the loan

See IRS Pub 970 - Student Loan Interest

See IRS Tax Topic - Student Loan Interest Deduction