Yep, pretty much (or, rather, they would have marched there from the various departments or depots they were stationed in). Troops could often be transported by ship, as well, but in the case of land campaigns such as Napoleon's in Russia, plain old foot marches were how soldiers would get from place to place. It would have been far too expensive to mount every soldier on a horse (mule, etc.), and other forms of mass transit didn't exist yet.