Order downloads are disabled by default to switch on go to ebay > setup > settings > untick disable automatic ebay order management.
Ordinarily, all sales are marked as paid and shipped automatically by the system once the payment has been received and sale has been processed. If, for any reason, you need to do this manually, go to:
eBay > Transactions
Filter by the transaction number / eBay username / etc
Select the order and mark as paid / shipped.
If your customer has not completed checkout through eBay (ie. no shipping has been calculated or no payment method has been selected), the order will not be imported into the system. Only the record of the listing sale is listed.
To search for incomplete checkouts
eBay > Transactions > filter by "checkout incomplete"
If you have open disputes, you may want to include the check out status "seller responded", which will also return incomplete transactions that have issues.
To create an order from an incomplete check out