Understanding the return process

I want to know how is the process to return and how can I find the php file to do the process. I need to pass orders to completed state
when the response from PayU is APPROVED, otherwise, enable the PayU confirmation process in a custom URL, becouse i can see that the module can not recive external confirmations after the main payment process, or i dont know how can use it.
Thank you so much for your help.