When buying art at an official outlet, always ask for a receipt to show Cuban customs. To discourage private trading of works of art, officials often confiscate undocumented artwork at the airport. If for some reason you didn't get a receipt you'll need to purchase a certificate issued by the Registro Nacional de Bienes Culturales.
To obtain an export certificate, you must bring the objects here for inspection, fill in a form, queue (for two hours), pay a fee of between CUC$10 and CUC$30 (which covers one to five pieces of artwork), and return 24 hours later to pick up the certificate. It makes sense to not leave this bit of business until your last day in Cuba.