I did a radio/radar course at Oxford and we did the CAA exam at the end. Most of the courses there are run to end on the same day so that exams can be done for all of the courses in one go. You don't have to do the exam then, but as all the information is fresh in your mind, I think that it's better to.
Don't know about any other places.
------------------
Gimme a bottle of anything, and a glazed donut......TO GO!