How to transfer bitcoin? No third party, no exchange, no hard wallet, no mobile wallet
If you want to avoid all third parties, you need to run a node yourself. Download bitcoin-core and let it sync might take a day or two depending on your machine.
You can import your paper wallet by taking the WIF private key and using the importprivkey command in the bitcoin console. Note the rescan will take a while, but once it is done you can spend to any address you like.