Approved means a payer has signed in and completed the process to approve the checkout as a payer. After they do that, you must then capture it for there to be a transaction
If you are redirecting to PayPal for approval (an old integration flow), by default you should show a review step before capture. If you don't wish to use a review step, the order creation should specify something to change the payment action so the verbiage of the last action at PayPal will match what you are going to do (user_action -> PAY_NOW vs CONTINUE, generally).
If using a current JS SDK approval flow, by default no review step is used. If you want to add one you'll need to add something at order creation time so the verbiage of the last action at PayPal will match what you are going to do (user_action -> CONTINUE vs PAY_NOW, generally)
After capturing, with or without an intervening review step, a successful transaction will then be in a completed state or similar. Details are returned in the response.
Based on the capture response you should show the result (success/thank you or failure/please try again) to the payer.