Are all pronouns used to substitute nouns?

Yes, pronouns take the place of nouns in a sentence. The different types of pronouns can perform different functions but each pronoun does represent a noun, even when it isn't obvious. Some examples:

personal pronouns; I, you, we, he, she, it, me, us, him, her, they, them.

• John is coming to lunch. He will be here at one.

demonstrative pronouns: this, that, these, those.

• This is my favorite kind of melon.

possessive pronouns: mine, yours, his, hers, its, ours, theirs.

• The house on the corner is theirs.

possessive adjectives: my, your, our, his, her, their, its.

• The Browns live on this street. Their house is on the corner.

interrogative pronouns: who, whom, what, which, whose.

• Who was on the phone? The call was from Susan.

reflexive pronouns: myself, yourself, himself, herself, itself, ourselves, yourselves, themselves.

• The kids made themselves some lunch.

reciprocal pronouns: each other, one another.

• We share a birthday and give each other a gift each year. (we takes the place of our names)

relative pronouns: who, whom, whose, which, that.

• The man, to whom I spoke, said the bus comes at four ten.

indefinite pronouns: all, another, any, anybody, anyone, anything, both, each, either, enough, everybody, everyone, everything, few, fewer, less, little, many, more, most, much, neither, nobody, no one, nothing, none, one, other, others, several, some, somebody, someone, something, such, and they (people in general).

• You may have some, we have more in the kitchen. (even though we don't know what noun these pronouns represent, it is understood by the speaker and the person spoken to)