First, install the Rules module.
I would highly recommend watching the Rules video series at NodeOne by the incredibly talented Johan Falk.
With the Workflow module and the Rules module installed and configured we can create a rule that automatically publishes (or unpublished) content based on it's current workflow state.
To ensure our content is not published by default, we will need to change a few things. Visit example.com/admin/structure/types (if clean URL's are enabled) and click edit next to the content type you're working with. Scroll to the "publishing options" and uncheck "Published" so new content is not publicly visible by default.
Next, create a new rule. Available at example.com/admin/config/workflow/rules/reaction/add once the Rules module is installed and enabled.
Configure your new rule to react on the event: "Workflow State Has Changed" and click save.
Next, add a new condition.
Choose the "Check workflow transition" condition.
Configure which transition you wish to react on. For example, if you have created the workflow states "Pending Approval" and "Published" you would choose "Pending Approval" under "Old Workflow State" and "Published" under new workflow state.
Now we can automatically trigger actions once Rules detects a workflow transition from "Pending approval" to "Published". For example, we can trigger an email to editors, publish a node or just about anything else.
Next we need to add an action.
There are dozens of built in actions, and you can even add your own. One that you may specifically be looking for though is "Publish content."
Rules and Workflow work very well together in this sense and will likely be able to do everything you need.
I hope this helps. If I misunderstood your question or if I got too off topic I'll try again. :)