If the customer doesn't click the Return To Merchant link, then you must rely on the IPN notification (instead of PDT) to release your order.
PDT is triggered if the customer comes back to your store directly from PayPal.
IPN is triggered when PayPal authorizes the payment. This is background communications, and doesn't rely on the customer. However, it does rely on your server configuration to talk to paypal's server.
The wiki article talks about potential communication issues:
http://www.zen-cart.com/wiki/index.php/PayPal