Most of the time, when an actor gets a script from his agent or manager, it would be on regular paper. No secrets here.
There is an non-written understanding of being discreet about any project, otherwise the actor wouldn't get future offers if he/she is known as a "blabbermouth." Sometimes there might be a nondisclosure agreement the agent and/or actor signs before reading a script. But most of the time, producers or studios are not so secretive about a project.
In the case of a Star Wars or an other similar top secret film, they do print it on brown of red paper to keep photocopies from being made. They also wouldn't send the entire script to an actor until the deal is signed, just portions on an as needed basis or maybe even a fake ending or scenes.
As for auditions. It depends on the actor, producer and director. Even the biggest stars have to audition, even if it's only lunch at Spago's with the exec producer to talk about the project. Most of the time, when a big star is considered for a project, they would send the script and if the actor has time to do it and wants to, then they would talk. Unless the studio wants audition tapes to compare other prospects, a big star wouldn't need to be taped.
That's about it.