I see now, thank you for explaining further.So what you're describing is how s2Member IS intended to function, but this is NOT working for you as I understand your inquiry. It sounds like you're running the free version of s2Member. I would suggest upgrading to s2Member Pro Forms for this type of integration, where the tracking capabilities are improved, and will be displayed immediately upon checkout completion.
To answer your question though, the free version of s2Member WILL display your tracking codes in one of three possible locations. 1. If possible, on the Registration Form, after returning from your Payment Gateway. 2. Otherwise, if possible, on the Login Form after Registration is completed. 3. Otherwise, in the footer of your WordPress® theme, as soon as possible; or after the Customer's very first login.
If your tracking codes are not being displayed immediately after checkout, it's because PayPal Standard integration requires s2Member to process the transaction via IPN, where the tracking codes are initialized by s2Member, for display as soon as possible. If a Customer returns from PayPal before s2Member has fully processed the IPN data, s2Member might be unable to display the tracking codes immediately, and instead they will be displayed when the Customer logs into your Main Site for the first time ( i.e. after the actual registration is completed ).
Of course, s2Member Pro improves upon this. So you might consider it as an option in this case. Also, please make sure that your WordPress theme makes the proper call to wp_footer(), as all WordPress themes should. This is where s2Member attaches your tracking codes, in the footer of your theme. If your theme is not designed properly, it may never happen. Please see:
http://codex.wordpress.org/Function_Reference/wp_footer