Treasury Bill, Note and Bonds (there are more) are Treasury Marketable Securities. You can buy through TreasuryDirect but you have to transfer them to a broker to sell them. Of course you can buy them throug brokers at the first place.
Treasury Savings bond are not "Marketable". If you buy them through TreasuryDirect you can redeem them through TreasuryDirect. I nver bought paper version but I've heard you may redeem them through banks.