I am not sure about self employed as it will be very difficult to show them the appropriate papers related to that. My suggestion would be to write "UNEMPLOYED".
As per my knowledge if you are self employed. .then your sub-coordinate writes a reference letter for you and mentioning the duties for you. Any additional document to prove this employement needs to be submitted.
you provided a service and got paid for it. In my eyes that is working, not being unemployed. Whether or not you got paid under the table or with payslips to prove, is a tax matter.
Coolguy is right.. to show you worked is always better than being unemployed. It gives the impression of adaptability and creating something out of a need. Even if it does not give you points, it will help you later in Canada.