Definitely, studying endgames is a wonderful thing to do, not just for endgame purposes but you also get to learn the strengths and weaknesses of your pieces. Those can usually be applied to the other parts of the game and thus help you playing an opening without knowing (much) theory.
I don't think there's a significant difference between solving them on paper or on a real board.
Which openings do you play anyway? What is your prefered style; positional, attacking, solid?
Studying Chess
Well i play the French and the Benko as black , whereas Giuco Piano and the Scotch as white. I like mostly attacking chess.
I see. From that perspective you might consider dropping the French as it is more positional and about (slowly) finding and acquiring the best places for your pieces and start learning/playing the Sicilian. But that is of course just a mere suggestion.
I got a very unknown little variation in the Scotch, I used to play it myself (I almost beat a 2250 rated youth talent with it in real life while I was 1900 rated) until I switched to 1. d4, I can share it with you if you keep the secret
Agree on endgames. For books you want a book on rook endings, a book on pawn endings, and a general guide on fundamentals (Understanding Chess Endgames by Nunn).
For calculation go to a website for tactics to get your feet wet with the counting, visualization, elimination of certain candidates, and evaluating the ends of the forcing variations (e.g., "I win a piece by force apparently, does he have anything nasty afterward?")
Then a book like Dvoretsky's School of Chess Excellence 2: Tactical Play to refine it. Aagard's GM Prep: Calculation is good but hold off on it until you're really good.
Thanks for your advice, I appreciate it very much. Dropping the french is quite difficult because i like the positions arising from certain variations like the winawer! I play some lines of the Sicilian as a second repertoire(an easy line though due to lack of time)
Secrets always stay a secret by me 
Thanks for your advice, I appreciate it very much. Dropping the french is quite difficult because i like the positions arising from certain variations like the winawer! I play some lines of the Sicilian as a second repertoire(an easy line though due to lack of time)
Secrets always stay a secret by me
Mate, i agree about the endgame study.
So I am playing chess in a club since past November.
Although I thought studying openings would help me get better I realized that they do not offer me much. None of the players who focus mainly in openings have got much better over the years and as shown in the candidates great opening preparation does not help much(Topalov).
Nevertheless I decided for the this and the following year to study mainly endgames. Would you think that this would help?
Also I realised that I am not at the level of calculating lines that the opening repertoire i have selected demands. Could you suggest me any books for sharpening my calculations?
At last is it preferable to solve puzzles on the board(without moving the pieces) or on paper(without setting up the board).
Thanks in advance, GreekFreakNation