This can be done in two ways: firstly from your order overview in the relevant order ("I have received this order") or secondly by clicking on the green button in the shipping emails. You will receive this mail, when the package has been sent and on the day that your order must be delivered at the latest.
By confirming the delivery, you not only generate your own invoice, but also initiate the payment to the brand. So only confirm if you have received all products in good order. After this, the status changes to "Completed" and you can no longer rely on Buyer Protection.