It seems like you are making great progress. Here is an overview of how the Express Checkout works:
On the confirm page the user clicks on the Pay with PayPal button. This take the user to PayPal only to login. Once the user is logged in they will be returned to your site to finish the transaction. They should be returned to the pp_confirm page. On this page there is an api call to get the details for the user from PayPal. The user would see the page with the purchase details and their billing details. If they then confirm the page the next API call happens and tries to process the transaction. Then based on weather the transaction was successful the user will be sent to either the pp_checkout_success page or the pp_checkout_failure page.
So the whole process occurs on your site, they only go to PayPal to login. The regular Payments Standard option is quite different, when the user checks out with this option they are taken to PayPal with the cart contents being transferred. They can login to pay and finish the transaction on PayPal. After the transaction is complete and if you have auto return enabled the user will go back to your site. However you will no know the status of the transaction. You will have to have an IPN page that will listen for the PayPal notification about the transaction and update your db and send an email or do some other stuff.
So with Express Checkout you do not pass values to PayPal, you just login and return to the site. Then you complete the transaction on your site knowing instantly weather it was successful or not.