Yes on both counts. If you are a full time CGS student, you are automatically assessed recreation and student health fees. Part-timers can elect for health insurance, gym usage, etc. You are more of a "real" Penn student than at Harvard Extension, from what I gather. Of course, HES is about half the price.
See pages 3 and 9 of the CGS policies:
http://www.sas.upenn.edu/CGS/downloads/polproc.pdf
Oh, and just to clarify what I said above. You can _technically_ take day classes as a CGS student, but only on a limited (petition req'd) basis, and you must pay about 3 times more in tuition.