There is also the doc '(en-US) Payment Gateways, Dynamicweb eCommerce' which can be downloaded from this page:
http://engage.dynamicweb-cms.com/Development-200.aspx
However, this is mostly related to setting up existing gateways, not building your own. The part of gateway providers corresponds to the same part in the general extensibility documentation you mention.
Building a custom gateway is mostly a matter of sending the correct information to the payment gateway (posting a form) and then 'do something' on a callback.
We are working on making the callback part easier to implement for our third party developers like you.
For now the only way to catch a callback is through the overridable GetReturnValuesFromUrl method.
