As far as I am aware, the only email the customer gets is through the shop. Paypal does not send an email if the customer pays by credit card. However, if they click the link to use there paypal account, I believe that it does send them an email. I can not confirm this though.
Paypal Pro is really straight forward. Once you set it up it just works. I believe that has something to do with the great job Cody did on the integration! ;)