Do I have right to be compensated for sick leave?

I work the evening shift at a financial business in California, last tuesday while I was by myself, somebody tried to rob us, he gave me a note telling me to give him all the money and nobody will get hurt, he had his hand on his pocket pointing as he has a gun and when he noticed I pressed the alarm and I was not giving him any money, he insulted me and thread my live, even when he knew that the police was coming he stayed some more minutes telling me how I am going to die. Well, I was not physically injured but I was very afraid, I am still. When my manager called me the day after to ask how I was, I told her that physically I was ok but i was afraid and I was not going back until Monday, she said is ok and I show up on Monday as agreeded. I spected that they pay me those days as sick leave but they did not. I did not get a doctor's note because I considered it unnecesary, they knew what happened to me. I have not confronted my manager yet, Do I have the right to be paid or not?