There are district offices for registration (depending of the town council), public employment offices (INEM) and Social Security.

I think I heard you have to do some paperwork at your consulate or one of our ministries. You can of course come in, but must do the paperwork.

In the old times paperwork in Spain was hell. Nowadays it uses to be bad, but can vary from average to hell depending on the issue.

If you know spanish, here is an essay of one of our most brilliant clasic writers (Mariano José de Larra 1809-1837) on the matter.