It is not advisable to apply any Winsor & Newton oil colours to paper that has not been primed. Ideally, it is recommended that you use paper that has been prepared specifically for oil colour, such as Winton Oil Colour Paper.
If you decide to use ordinary paper, however, we would recommend applying at least one coat of Acrylic Gesso primer on both sides. Primer provides the correct surface absorbency, ensuring that oil does not penetrate the paper, which would leave nasty stains and could cause rotting.
Oil colours applied to primed paper can then be varnished. But it is impossible to completely remove our Artists’ varnishes from either paper or primer, so it would be best to protect work on paper behind glass, ensuring that the glass does not touch the surface of the painting.