MarketPress paypal gateway question

Hello,
Quick question..
Trying to understand the process, so I can get the script working with our setup..

So I checkout.. Goto paypal, Pay.
Then am redirected back to my site.

This paypal post something in the background like the supporter gateway to a particular script?

Or does it post the data directly to /checkout/ url?

When I returned back to the site after paying all my address info was gone. And it seems like I lost my spot..
I am trying figure out if it was a cookie or data that did not get passed back..

Thanks