Before you can fetch orders, you need to make sure you have collected payments for those orders in your cart. For credit/debit paid orders, payments are normally collected automatically but not always. This is more true for Paypal payments. Most carts have a way to set it up so payments can be collected or marked as paid automatically, so you do not have to go to each order and mark it as paid. You will need to check with your cart on how to set up those settings. 

You can Fetch orders from two places. The first place is from your Home Tab.You can Fetch All if you have more than one store.

You can also Fetch from the Orders tab