I have a callback.php page which WorldPay sends its Payment Response to.
The response includes the Payment Response password, the result, the order ID, the WorldPay TransID, and the AVS result (and loads of other stuff - full list is in the WorldPay manual)
I have extra columns in my orders table called 'WPtransID' and 'AVS'.
If, in the payment response, the result = 'Y' AND the password is correct, the orders table gets updated.
The order status gets set as "Paid", and the WorldPay TransID & AVS results are inserted into my orders table at the appropriate location, corresponding to the order number.