The town is Ilfracombe, North Devon, according to the link below.
http://www.fast-rewind.com/paperhouse.htm
I would have copied and pasted this but for some reason I can't highlight text on the site. Anyway...
The hotel they visit at the end is the Royal Britannia Hotel and they filmed the scene with Anna and her father in room 6! The cliff where Anna tries to grab the rope ladder is near Hartland Quay. According to the site, the lighthouse isn't there but the rock it was on is, suggesting it was a matte shot (it doesn't look too real anyway, but perfect for the film).
That one is, of course, the one at the end, but I think you were asking about the first one that appears to be in a field in some shots. That one I have no information about, but I'd guess it was made specially in a field as it is never shown in full in relation to the coast.
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