FortiClient SSL Linux - where to put in the CA certificate?

Hello, I downloaded the latest FortiClient SSL 4.4 for Linux. After connecting to the SSL Fortigate server, it tells me " The certficate for the SSLVPN server is invalid." (see attached picture. Where should I download the CA certficate.I tried update-ca-certficiates with /etc/ssl/certs, the right CA file is there but the error still appears. Regards, Michael