Internship and Part time Job

I'm going to be starting an Internship for 2 Months and planning on continuing my part-time job, the place where I am planning on starting my internship have asked that I provide details for any other job that I am paid, It's occurred to be that I have only been paid through bank transfer and have had no pay slip from my part time job I just want to know if I should have been receiving a pay slip as the nature of the work is more 'freelance' and I'm not techinally and employee ?