Yes, they did.

Armies were signaled by flags, horns, and drums to advance. Aides relayed orders as well. It was the Taishō, at least nominally, who commanded the movement. The Taishō was not a formal rank (not for what we're talking about anyway, it's a formal rank in the Imperial Guard Office). It's just the word for overall commander. The Shōgun, or his official title Sei-i Taishōgun, would be the highest ranking military officer when he took the field. Therefore, whenever one took the field, he would be the Taishō, at least nominally.

Sei-i Taishōgun means "Commander-in-Chief of the Expeditionary Force Against the Barbarians". As the title suggest, the post started out as the commander of the expeditionary forces against the Emishi people in the Heian period. These Shōguns definitely took to the field and commanded.

But that's probably not what you're asking. Did Shōguns during the age of warrior rule take to the field and command? Still yes. None of the Kamakura Shōguns did I don't believe (Yoritomo took the field in the Genpei War, but it was before he got the position). During the Nanboku-chō, the southern court's Shōguns took to the field quite regularly, as did Ashikaga Takauji. In the Meiō Coup of 1493, the Shōgun Ashikaga Yoshiki (as he was then known) was the nominal commander of an expeditionary force to punish an insubordinate daimyō when he was overthrown (I did say nominal). He tried to fight back with what loyal troops he had on hand, but failed. If you want to count it, Ashikaga Yoshiaki also nominally commanded the defense of Nijō Castle when Nobunaga besieged him in 1573. Both Shōgun Tokugawa Hidetada and retired-Shōgun Tokugawa Ieyasu took the field and commanded at Ōsaka in 1614-15.