Hi -- Any replacement windows and doors fitted since April 02 (?) have to have this certificate to show they comply with the building regulations, either the company that fitted them has to be registered and accredited to provide this certification themselves, or the local building control at your local council has to be notified of the intention and an inspection arranged after they have been fitted, this cost varies it used to be £70 for my local area, but only once they are satisfied will they will issue a compliance notice, which is normally within a few weeks of passing the inspection, you can arrange this inspection retrospectively for installations caught in the void.
If all the panes of glass below certain heights have the BS stamp... in other words toughened or laminated glass fitted in higher risk areas, then the building control will pass the installation as long as it complies to all the current safety and insulation standards, if not they will refuse to pass it and tell you why. This will enable you to get the instalation corrected then they will inspect it again until it is brought to the correct standards.
Once you have made the building control aware of this lack of compliance certificate you are not allowed to additionally take out an indemnity insurance, so you have to make your mind up who you want to involve, either just get the indemnity policy without involving building control, or to get the building control involved.... one or the other.