If you are taking the JAR ATPL Exams in the UK you need to take your Jep Manual but not the CAP 696, 697 or 698.
You are not permitted to use your own CAPs, so they are provided by the examiners.
The examiners will also take away the Jep Manuals from one or two students at random and give them replacements. This is intended to catch out those students who have written lots of notes in the manuals.