Hi, thank you for your query.
The default flow of WC Marketplace only handles the payment from the admin to the vendor. Now the admin of the site will get full payment of the order, because the customer uses the payment mode enabled via WooCommerce >> Settings >> Payment. (see this scrrenshot – https://prnt.sc/lxbdew)
Now as per WCMp Schedule and payment mode (see this screenshot – https://prnt.sc/m7tciu), the vendor will get their part of the commission.
If you want the vendor to get paid directly when the customer pays for the order, then you may use WCMp Stripe Marketplace (https://multivendorx.com/product/wcmp-stripe-marketplace/), WCMp PayPal Marketplace (https://multivendorx.com/product/wcmp-paypal-marketplace/) or WCMp Mangopay (https://multivendorx.com/product/wcmp-mangopay-marketplace/).
Hence, the admin and vendor will get their part of the money instantly from the checkout page.
If you want to use any other payments except for the above listed methods then you need to do custom code to integrate that payment method.
However Woocommerce handles the Payment methods. If you want to add any new payment methods in Woocommerce you can do so by installing a new plugin and checking it on your end..