This configuration area can be found in the Magento Admin Portal by navigating to "Salesforce (tab) > Order Statuses (page)"
STEP 1: General
You are probably familiar with this page already. If so, good!
You will need to click on each Order Status and assign a matching Order AND Opportunity status in Salesforce.
We recommend creating matching custom status names in Salesforce to ensure consistency.
IMPORTANT
When creating Order statuses in Magento be cautious about Order Status category. We only recommend using "Active" category for order status that are FINAL. Example: Complete, Closed, etc.. All other order statuses should probably be in the "Draft" category.