Hi,
This is the documentation of Joomdle which talks about synchronizing the Joomla user groups with Joomdle's:
www.joomdle.com/wiki/Usergroups
Now regarding the use of the roles themselves in Joomdle so that the users can only see what you want them to see based on their role, Moodle has some documentation about that here:
docs.moodle.org/28/en/Assign_roles
However, I've never used Moodle or Joomdle so I'm just talking about what I can read online. Regarding the setup of Moodle, I would recommend that you ask on Moodle/Joomdle.
It's normal that the user can login in Moodle before the payment. But it should not have access to anything. Then, you would have HikaShop add him to the Joomla user group after the payment which would then add a new role to his user account in Joomdle, which would then give him access to the course he purchased in HikaShop. It least, that's how I understand it would work.