Ermm used to play that in school for the past few years especially after exam.
Just use the exercise book with lotz of small square - usually used for Maths then select yr pen colour then draw a circle to determine yr 'stone'.
If u managed to surround yr oppenent's 'stone', just draw line connecting all yr stones.

Yup knew it after trying the online game provided on the link
Thx for letting me know.