1) First read this documentation so you know what to expect in terms of a paid membership registration flow (what the steps are):
http://www.tipsandtricks-hq.com/wordpress-membership/a-typical-member-registration-flow-96
2) Next, make sure that you have created the PayPal button correctly (this documentation tells you what to do):
3) When a customer makes a payment using the PayPal button you created, he/she is suppose to get an email with a *special link* that lets them complete the membership registration. Are you getting this email with the link?
If you are not even getting step 3 to work then it means, eMember is not receiving the payment notification from PayPal after a payment. We will need to figure out where things are going wrong with your PayPal account. Enable debug from the plugin setting which will help with that. This post will tell you how to enable debug: