PayPal sandbox takes you thru the whole process so you can check everything out (I use it regularly for testing) but for some reason PayPal is marking the payments as pending in your case. Please note that the WP eStore will not give out download links unless it receives a cleared payment (indicating the fund has been deposited in your account).
All you need to do is find out why PayPal is not clearing the funds straight away (Not sure if you can change this in your profile or not). Just send a query to PayPal asking why your payments are getting marked as “Pending” and I am sure they will be able to resolve this for you. Let me know how you go.