Mallory, on the order it will state what method of payment was selected. If the payment hasn't been made, then please contact the buyer before you ship anything.
If the order was paid via paypal, the funds will be in the paypal account that you have associated with your Etsy shop.
You can find your paypal email that you have set up for your shop by going to shop settings and looking in the 'shipping and payment section.
If you are paid via paypal, you will have to transfer the funds yourself to the bank account that you have attached to your paypal account.
If the customer has paid via Etsy's direct checkout, the funds will be sitting in your shop payment account. Here you will have to schedule a deposit to your bank account as the funds are not transferred automatically.
Here's some information about how direct checkout works.
https://www.etsy.com/help/article/3616