Thank you for your post, and welcome to the Shopify Community forums. I'm happy to help!
When orders are paid for with PayPal, there is sometimes a delay with that money appearing as a payout. And so you know, these payouts will only appear in your PayPal account, rather than appearing in the finances/payout section of your Shopify admin. You can read more about using PayPal on Shopify in this help document.
If you captured the payment, that should mean that the customer paid for their order. If you want to ensure that this is the case, I recommend looking at the order's timeline, which you'll find at the bottom of the order page in the admin. This will share details about when the customer placed the order, if it was paid for, and what method of payment was used.
If you're unsure if the order was paid for, and you confirmed that the customer was using PayPal as their chosen payment gateway (as opposed to Shopify Payments or another method), then you can reach out to PayPal directly to have them look into the order on their side and see if the customer has been charged.
Please let me know if I missed anything, or if you have any more questions!
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