Yes and no.

To explain the "no" first... Typically, everyone living near areas of engagement were very much aware of the presence of both armies nearby. As such, folks evacuated to what they perceived as areas of safety to the extent possible - but not everyone had someplace to go. Slave owners close to battle lines sometimes would attempt to move their chattel just like any of their most valuable property if their homes were threatened by advancing troops.

However, it was common practice for slaves in the area inhabited by Confederate forces to be called on to build earthworks, fortifications, and any other labor that needed to be done through the Confederate Engineer Bureau. Slaves were also leased out to individual officers or to Confederate Medical Department. Additionally, slaves were used in a manufacturing capacity, for example being leased to work at Tredegar Ironworks in Richmond. In summation, slaves near Union lines were often employed by Confederate forces or moved away from the fighting. Slaves in areas far from Union forces were leased to the Confederate government or remained to labor on their respective plantations and properties.

These facts, of course, do not account for all slaves near Union troops, which comes to the "yes" portion of the answer. At the very beginning of the war, the question of what to do with slaves that escaped to Union lines came up immediately. The generally cited "first" instance of this question involved the escape of three slaves leased to the Confederate Army to build defensive batteries in Norfolk County, VA. These men rowed a skiff to Fort Monroe, VA across the mouth of the Chesapeake Bay. Norfolk was within Confederate lines and territory, however Fort Monroe was occupied by Federal forces. Union Major General Benjamin Butler commanded at Fort Monroe and considered the escapees "contraband of war," because of which he was under no legal obligation to return the men as Virginia (and the rest of the Confederate states) considered herself a foreign power (before the war, escaped slaves were legally required to be returned under the Fugitive Slave Act of 1850).

Though Lincoln disapproved of Gen. Butler's reasoning of considering Virginia a foreign power to thus deny the slaves return, the practice of considering escaped slaves "contraband" persisted throughout the war. In August of 1861, the U.S. Congress passed the Confiscation Act of 1861, which declared that any property used by the Confederate military, including slaves, could be confiscated by Union forces. The next March, Congress passed the Act Prohibiting the Return of Slaves, which forbade returning slaves to Confederate masters or the military.

Through these acts, any slave that escaped to Union lines or that was captured by Union soldiers was considered "contraband," and as such were no longer slaves. Contraband slaves were frequently employed and paid a wage by the various Federal armies, and many of the males enlisted in the Union States Colored Troops when recruitment began in 1863. Otherwise, contraband slaves were kept in camps throughout captured territory. The Emancipation Proclamation on its face seemed to grant freedom to all of these individuals and it was was read to the members of most contraband camps. However, full emancipation was not realized for most contrabands until the ratification of the 13th Amendment in late 1865.

Slave escape to Union lines was a rampant problem for Southern slave holders, especially as the war progressed and knowledge of amnesty and relative safety in Union lines filtered back to those still in bondage. When Union forces moved into an area, local slave populations frequently flocked to the soldier's camps. When the soldiers left an area, often the newly identified contrabands would follow to prevent re-enslavement.

TLDR: To directly answer your question, if Union troops came upon slaves in the field they considered them contraband of war (just as they would if the enslaved individuals came to Union lines). As such, they were protected from return to Southern masters, but were not fully emancipated until the ratification of the 13th Amendment.