23 year old female caught in Wal-Mart for theft under $5000 in Ontario Canada, help?

Since you were not arrested there most likely isn't anything beyond an incident report with the store and local law enforcement. In the event you were actually arrested or prosecuted for this crime there would be doentation available for a criminal background check. Without an arrest or a required appearance before a judge, there should not be anything for a new employer to discover. You most definitely should NOT mark that you were convicted of a criminal offense since you have not been to court concerning the theft.