Do they know? Yes they do. Do they enforce? No currently they do not. Will that change? Who knows, we get new legal laws all the time. They have the technology to know but currently do not enforce it.
You have to use the COA because you probably don't have any other legit one. Once you get the CD/DVD in your hands you can install it on whatever you want as long as you know how and it will authenticate and be legit beyond the ethics of the matter.
