If during First Time Setup, you setup the shopping cart to only authorize credit cards for new orders, then all new orders submitted will have a status of pending. Otherwise, the only orders that will appear as pending are those paid though an unsupported / manual payment processor, and those paid through a third party payment processor, but haven't submitted payment yet.

You can manually process all pending orders through the Orders->Process Pending Orders menu of the Admin Control Panel. This page contains two tables, listing all new orders and recurring payments, which are pending. Simply select all orders you would like to process, and complete the form. Selecting Yes to the question asking to process through your merchant account, the script will automatically contact your merchant account, and capture the previously taken authorization on the credit card.