As soon as a customer clicks "Confirm Order" and is taken to Paypal, your website sends you an order confirmation email - regardless of whether the customer completes the payment.
Sometimes a customer will get Paypal and change their mind. This is called an "abandoned shopping cart" and statistically is very common for all companies that sell online. If you receive an order confirmation email from your website but no payment confirmation from Paypal then the customer did not complete the order.
Dealers use the email from Paypal to confirm the payment was actually made. If the customer does not pay (abandon shopping cart) then you can use the order confirmation email you received to send a follow up with the customer to make sure they didn't have any questions. It's a great way to get your foot back in the door to win back the order.