When you are using Payments Pro the pay by credit card portion is referred to as Direct Pay, the pay by PayPal option is called Express Checkout. If you enter you cc details into the checkout page then you should be going to the confirm page. From this page you should be able to a confirm the transaction and go to the either the success or failure page depending on the status of the transaction.
If you are getting to a failure page for either method you should add in your full request and full response bindings for the checkout on the failure page. When you run a test this should let you know what the problem is with the transaction.
I forgot to mention that the full request and response bindings are available from the bindings panel, just look for the local checkout group.