Ok so i move my armys into the porvince i kill the other army and then after a while i control the porvince not own it, how do i got about owning it. 
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Simple- you don't own the province simply by conquering it: you have to make peace and demand that province from enemy.
Remember though- you need to conquer some more of enemy's provinces to get that one. Enemy sometimes refuses to cede it's province if you control only that one.
Remember though- you need to conquer some more of enemy's provinces to get that one. Enemy sometimes refuses to cede it's province if you control only that one.