As covered by other answers, McKinsey has started using SHL for some offices (I know for sure Italy and London), as a pre-screen test before inviting candidates to the PST.
Agree that practice is key. Beyond some of the resources suggested below, a very useful practical tip to practicing SHL tests: the tests are the same as the ones used at almost all the investment banks (in London, at least), so to practice you can just apply to all the banks and receive multiple tests in real conditions. Most banks send the tests immediately after applying, so very little wait time. The tests also reuse a lot of the questions, so I had friends that after applying to 15+ investment banks knew all the questions by heart.
Hope this helps!