Regular mail to & from POWs was free, but there was an extra charge for
Airmail hence the stamps found on some POW mail.
Here's a link to an incredibly detailed article regarding NZ POW mail, although the basic info is applicable to POWs of other countries.
http://www.nzstamps.org.uk/air/panam/pow.htmlSo, the answer to the original query is, no, stamps were not generally used for POW mail unless it was being sent airmal in which case a German 40RPF stamp would be attached. These came in sheets (of 100 stamps I would think).
How that stamp would be attached is a matter for more research. The German censor would have had some sort of mail-room & I suspect stamps could be purchased there & that would be individually I think.
I don't see POWs having access to full sheets of stamps or even stamps in general. Mail was strictly rationed, typically once a month or some such, & having access to stamps meant that extra mail could be smuggled out & placed in the regular civilian postal system, definitely a no-no.
Some items from my collection.
1944 Dec 12, From Krakau to a POW in Stalag XI A, Germany

1943 Feb 27, From a POW in Oflag VII A, Murnau, to Thorn, Germany

Finally, yes, stamps were used on concentration camp mail. In this case it's from the prison or work camp sections of Aschwitz. There was no mail from the extermination section.
1941 Feb 8 Auschwitz to Konigshutte, Upper Silesia
