Yes, all of the tests on the first day are pen and paper, with each set of tests described and instructions shown on an overhead projector with opportunity to ask questions if unsure, and a set of examples to work through before doing the actual test exercise. If I remember correctly there was no calculator allowed.
The one tip I would give is, particularly for the calculation one, they get progressively more difficult the further through the exercise you get. So don't get lulled into a false sense of security and think "This is easy, I've got plenty of time." Try to work as quickly and accurately as you can, and don't panic if you don't have time to finish them all - as mich_65 said, there are more generally more parts to the exercises than anyone could manage in the allotted time.
If you get through the morning stage and asked to stay for the afternoon stage, it is more of the same. If you are then asked to come back for the 2nd day of testing, the tests will all be computer based, followed by a panel interview.
Good luck!