How to change order status after successful payment

I want to integrate paypal payments into my sylius shop. I created sandbox account in paypal and I also configured paypal gateway via admin panel. I can successfully make payments, and the money is charged from my sandbox account. But the order status remains ‘Awaiting for payment’. How should I know whether my payment was successful or not? And how should I change order status if it was successful? Is there any route that is being called by paypal after payment status changes where I could check payment status?

Have you configured the callback urls?

No, I am not sure how to do it? Is there any configuration file? I tried to add custom url for my app in webhooks in paypal developer site but it seems is not being called. Or is it configurable in sylius?