To mark a task as completed, use the corresponding icon placed next to the "Assign task" button in the task editor window.
While you are in the tasks list view, you can use the delete icon appended to each task, as well as mark a task as completed by checking the box at the left of the "Subject" column.
To keep track of the completion process, double-click on a task to open the edit window and type a percentage in the "% Complete" text field.