can1LowLevelInterrupt() - No Function definition

DId you remember to enable the generation of the CAN driver in the "Driver Enable Tab"? 

The interrupt handler template is in the file 'can.c' in C:\ti\Hercules\HALCoGen\v04.04.00\drivers\TMS570LS3137ZWT\CAN570v000

(this should be imported by the RM48 as well). 

You can see what the prereqs' are for the generator to emit this code by studying the file. 
For example you'll see: 

#if %%SYSTEM:CAN3_ENABLE%%

Which corresponds to enabling the peripheral in the driver enable tab. 

The other pre-req is enabling the interrupt in VIM: 

#if %%SYSTEM:VIM_CHANNEL_55_INT_ENABLE%%
/** @fn void %%SYSTEM:VIM_CHANNEL_55_NAME%%(void)
* @brief CAN3 Level 1 Interrupt Handler
*/

Yes i enabled the CAN driver. I also enabled the interrupt in the VIM Channel 0-31(using RM57 btw). Must i manually write the handler?

Yes i enabled VIM Channel 29 but HL_can.c does not contain can1LowLevelInterrupt()

Ya i got it in the HL_can.c

What does the #pragma CODE_STATE(can1LowLevelInterrupt, 32) do? Why 32?

On the RM57, the interrupts always start in 32-bis mode. The pragma overrides the default compiler options to put this function in 32 bit mode. If you put your code in canMessageNotification(), it can be in 16-bis mode.