Its a complicated question, not something I can answer easily for you, there is a lot to know. There are several ways that PayPal notifies of transactions, PDT and IPN, both of which require configuration in your PayPal account. All I can suggest is to study the WebStore code, especially the WebStorePayPalPDTHandlerProvider.cs and WebStorePayPalIPNHandler.cs, see hwo they plugin to the mojoPortal.Web/Services/PayPalPDTHandler.ashx and PayPalIPNHandler.ashx, and read the documentation from PayPal.
Hope it helps,
Joe