It really depends on the context. If you are using it in a noun phrase - first aid kit - you don't have to capitalize it. But, if you are saying - Certified in First Aid, then you would capitalize it, because it is the name of an assistance.
I took my best guess based off of what I see, but you didn't say which part was underlined, which makes it harder for me to be sure. I'm happy to help, but you need some more detail here luvv :)
Explanation:each country has different licence that state the regulations involve when doing construction in that state so having a licence from another state or general licence may not be good enough to start construction in that state .