I am learning a bit about IT-Security and I wonder if there is a concept where you can get certificates for a specific device that approves the device is safe and not compromised.
Probably no, and I won't really spend any time on whatever this exists or not, but rather why it's worthless and pointless.
Security is not a state. It's a process. This can be seen for instance with operating system patches, and other software updates. Bugs are found in software, and some of them have security implications. If those bugs are known, but not patched, the system can no longer be considered secure, even though you could consider it secure yesterday. A certificate for the security of a device would be worthless the minute after it was issued.
Compare this with a lock. You may consider the lock secure, but if the key becomes known, you can't consider it secure anymore.
In addition, configuration can lead to insecurities. If you set a four-character password on the administrative account of a device, it can be fully up to date, yet wildly insecure - because it's trivially breakable trough intended mechanisms.
In your case, where a employer wants to ensure that devices are secure, this is done in the process fashion. You have a management environment, typically Active Directory and System Center, that enforces things like Windows updates, patching and security policies. 
It ensures that users cannot choose four character passwords. It forces installation of updates. It disallows enabling RDP, and so forth, thereby reaching a secure state. But the security is achieved through the process, and the state is a moving target.