Payments Pro is composed of two parts, Express Checkout is where you pay on PayPals site, and Direct Pay is where you enter the cc info directly on your site. They are both considered local checkouts since the user will return to your site and you will know the status of the transaction when it occurs.
To make use of Express Checkout by itself you would need to enter the API credentials into the Globals file for Payments Pro, then you would need to edit the checkout page to now show the checkout form and it's submit button. Instead you should only see the pay with PayPal button on the page. If you have any trouble making the checkout form not display on this page post back with a copy of your current checkout page and I will show you how you can do this.