The addition of a Forward Calorimeter (FoCal) to the ALICE experiment is proposed for LHC Run 4 to provide unique constraints on the low-x gluon structure of protons and nuclei via forward measurements of direct photons. A new high-resolution electromagnetic silicon-tungsten calorimeter using both low-granular silicon-pad and high-granular silicon-pixel layers is being developed to discriminate single photons from pairs of photons originating from $\pi^0$ decays. A conventional sampling hadron calorimeter is foreseen for jet measurements and the isolation of direct photons. This article reports on results from test beam campaigns in 2021 and 2022 at CERN with first prototypes for the electromagnetic and hadronic calorimeter.