If you've found all the crystals in each level, there will be a red flag on every location on the map. Please double check the red flags one more time, just be be sure.
I replayed the final scene last night to double check the actions (and to jog my memory since it's been awhile since I played this game.) If all the crystals have been found, the amulets are automatically completed and when you enter the final scene with the 5 headless dragons, the amulets will immediately light up the circles at the very top left corner of the screen (right above the entrance to the cave.) You don't have to perform any actions with the amulets. This happens as soon as you enter the location, so if the amulets don't light up the circles, then you must have a glitch that doesn't recognize all the crystals you gathered. Sorry if that's the case, I guess you'll just have to replay the game from the beginning.
With the completion of each dragon's head, the ledge extends closer to the cave entrance. After the final dragon is complete, you just click on the hot spot to the left center of the screen to enter the cave which triggers the final sequence of dialogue. (The cave entrance glows green when it's active.) This is the end of the game and there really isn't anything else to do except watch the ending. If you don't want to replay the game, I'd be glad to tell you what happens:
The heroine is informed that she must activate the magic arrow with the energy from her soul. This will send the dragons back to sleep for another 10,000 years, but she will be sacrificing her life to save the world. Without hesitation, she grasps the arrow and the dragons are defeated. She awakens to find her brother and teachers standing around her. They inform her that the whole adventure has been her "final exam" and she passed with flying colors!