Is it still a thing in 2015? In these kind of exams, I used to express my overwhelming frustration of not having a compiler to check my syntax, by writing zealously unintelligible working programs. Assuming your corrector don't want to spend 30 to 45 minutes trying to understand what's going on, or typing each of your answers to check them, he will probably give you none of the points (because, you know, if it looks like gibberish, it's probably wrong). After you have complained several times and show him the working program on your computer, he will just assume most of your answers are right and give you points without looking at them. At this point, in the next exams, just work on a couple of easy answers at the beginning and the most difficult one in the test. Fill out the rest with legit-looking random things.
Pen and paper definitely make it easier for the test administrators to prevent cheating with resources saved on the computer or using the internet. In one of the introductory engineering programming courses, which was electronically submitted in class and auto-graded, there was an issue one semester with students using TeamViewer during class and having others take the test for them.