Once you have completed all the modules and final knowledge check or assignment of a course you have to click 'exit the course' in order for the system to recognize that you have completed all the content. Once you have done that you'll be able to click the green button to download your certificate (see first screenshot below).

You can get an overview of all your courses and download your certificates from the My Activities page accessed from the left hand user menu and clicking on third option from the top called 'Courses' (see second screenshot below). You can download a certificate from a completed course by clicking the black ribbon to the far right.