Even if a buyer goes through checkout and pays instantly, as the seller you will still have the item in Pending Invoices. You do have the option to send or not send an invoice, but I always send one anyway. I just add a note to tell the buyer that they don't need to do anything, the invoice is just for my records. Then I go into Awaiting Payment, tick if it's paid and then it will automatically go into the To Post section. When it's posted, I tick the box to let the buyer know. That's the order I do it in.
You have go through all the steps in order. Send an invoice, then mark it as payment received when you've been paid. Then it goes to "to post", and when you mark it posted that's where it goes (to "posted"). As suggested, if your buyer has paid before you can send the invoice then put a note on it to that effect.