How to enter a payment on an unpaid Membership will depend on whether there is an invoice that is connected to that Membership Transaction. If the answer is Yes, then the payment should be entered either on the Invoices grid or the Transactions grid. Entering in an Invoice Payment in either of these two places will allow you to select the Invoice tied to this Membership and enter in Payment so both the Invoice and the Membership transaction will display as having been paid.
If you try to enter the Payment through the Membership grid you should we a warning if that Membership is connected to a invoice.
If the answer is No, then payment can be entered within the Constituent record of the Membership owner or the Members Detail grid. Once inside their Constituent record, you can navigate to their Memberships tab. On the grid, you should see a dollar bill icon next to the Membership transaction with the owed balance. Click on the dollar bill icon for the desired Membership and enter the details associated with their payment.