All evidence relied on in support of an application must be filed at court, ideally at the same time the application notice is filed.
Form N244 requires the applicant to specify the evidence relied on in support of his application. The applicant can rely upon written evidence set out in the notice or in a separate witness statement. In either case such evidence must contain a statement of truth, ie, a statement in the following form:

[I believe] [the (claimant or as may be) believes] that the facts stated in this application notice (or witness statement as may be)] are true.

The statement of truth must be signed by the applicant, or his litigation friend, or legal representative or witness, as may be.
Other documents, not especially prepared for the purpose of the application, may also be relied on as evidence, eg, copies of letters received and letters sent.