When fermentation is complete and you know this by measuring with a hydrometer, leave the brew 2-3 more days. Provided you are clean, sanitary and don't splash, you can transfer the beer through a silicon hose to another fermenter, then leave that for another week close to 0-4 deg. This will remove a lot of sediment.
You don't need to transfer (although the cold period is great, even if done in the same fermenter) but it will help remove sediment. There are risks transferring - if you are aware of them and careful, it can help the beer but if you are not, it can stuff it.