If you're AWOL, getting your COE does not change the fact that you went AWOL. Absence With Out Leave. You'd be there to get your certificate of employment, however, I don't know the details on how you can proceed with that. Might as well expect another fellow employee who went AWOL to respond regarding their actual experience. Then again, it depends on the length of time each of you had and the policies associated. Afterall, I honestly don't know if they have a training bond.
Good luck with your endeavor. And I heartily mean it.