Explanation: your Post Affiliate Pro 4 (PAP4) can be installed at www.domain1.com, your shop is at domain2.com/shop . The customer will not be redirected by clicking an affiliate link but will be directly taken to the exact URL. If you see a redirection in this type of tracking, then it is not good and your click will not be saved, nor sales. For this tracking method, you do need to integrate the landing pages of all banners and links with click tracking code.
How does it work:
When the link is called with some essential parameters (customer clicked an affiliate link/banner) then the page where the customer is taken loads the click tracking code, which will call a script that parses these variables (a_aid, a_bid) and creates cookies (1st party, 3rd party and Flash cookies). The cookies are used for recognizing affiliate and when tracking a sale. So if the click tracking code is not inserted in the landing page, no click or sale will be saved in PAP4. This linking method also works perfectly fine with Facebook.
When using this method the landing pages have to be integrated with the click tracking code.