Actions > Sickness.
Firstly the top 3 options in this menu are for when the employee is still sick. 'Report in sick' records the sickness in the first place, 'Update on sickness' allows you to change information about the sickness and 'Return to Work' brings them back to work at the end of the sickness. Every Sickness requires at least to be reported and return to work.
Once this is complete the software will change the status on the specific sickness to reflect what is required to close it. It could be a sick note to be added or return to work interviews. Both of these can be required after a certain number of days sickness but initially they are set to always be required. (Admin > System Functionality > Sickness > Core)
The return to work interview is worth mentioning separately. When you first go to a return to work interview you have to start the interview by changing the status. Then you can complete the information (i.e. problems and solutions) and then you have to change the status again to closed as either good, bad or unsure.