I am a run away amployee with my employer they bring me in Denmark then I didn't go back in Dubai with them, from Denmark I go back in Philippines, if I will apply to Canada would that affect my application having records of overstaying in Denmark, and not finishing the contract I have in Dubai?

Yes.. it won't hide or change the fact you did that...

I am a run away amployee with my employer they bring me in Denmark then I didn't go back in Dubai with them, from Denmark I go back in Philippines, if I will apply to Canada would that affect my application having records of overstaying in Denmark, and not finishing the contract I have in Dubai? Follow up question, can I go back in dubai or am I ban?

For everything I understand about Dubai... you probably will be.banned.