Hello..
I checked your link and it is pretty straight forward because all new payment gateways are integrated as plugin but require some special work to work proper in admin panel and on the site..
The link you sent states the same thing in first line..
"1- Create a new plugin to house your gateway addon."
and then it gives direction on where to put code and also provides strip gateway class as reference which is really helpful.. Also it mentions which methods to override like process, authorize, void, charge, susbcribe, update, cancel, getSubscriptionStatus..
These are all normal things which we do for any payment gateway so PM Pro is not any different in this respect.. I have integrated many gateways in woocommerce as plugins and all worked fine..
I integrated MyanPay which is a payment gateway for MyanMar (formerly known as Burma).. and also integrated another gateway for same client .. sorry don't remember the gateway name..
Another good thing is that in the link you sent PM Pro is ready to help us in the integration process... so we can contact them if we need any help regarding any structure or coding issues.. but I guess following strip reference code would be best option and eliminate the need to contact anyone..
Btw which payment gateway you want to integrate?
Thanks