It depends on what one means by "were freed." Remember that the Lincoln Administration did not set out to wage the war with the immediate goal of ending slavery. To do so would have imperiled the objective of preserving the Union, and border states where slavery was still legal as a matter of state law were critical to that process. As such, just because the Union army moved to a particular location, it did not mean that enslaved people were considered free as a matter of law.

The enslaved, however, were not fools, and they knew full well what the war could mean for them. The arrival of Union troops in a given area created opportunities for escape and possibly freedom. Enslaved people did at times leave their masters' farms and go to Union lines. What to do with them then became a problem for Union officers to deal with. There were no formal orders to free slaves, and slavery was still legal under US law and law of several Union states. Enslaved people went to places like Fortress Monroe near Hampton, Virginia, which was under Union control. Union officers, even ones who did not look kindly on emancipation or who were entirely ambivalent on the subject, also understood that slaves who were not working on plantations were not contributing to the Confederate economy, so there were very few incentives to return them, even when Confederate civilians tried. So early in the war there are people legally enslaved fleeing to the lines of an army not tasked with freeing them, and employed by a nation not openly endeavoring to do so.

It was Gen. Benjamin Butler, a Forrest Gump-like figure in his tenacity for always being around when something important was going on, came up with a creative solution. He declared enslaved people in Union lines to be "contraband of war." This is actually a misapplication of law of war, but it stuck anyway and proved quite useful to the Union cause. What this policy meant was that since the Union army was fighting Confederate forces, and since the enslaved were still legally property, enslaved people would be "confiscated" from the enemy when they got to Union lines. This had the effect of freeing enslaved people from the plantations while still legally considering them property. Congress also passed Confiscation Acts that enabled similar practices. Black people who lived in "contraband camps" often performed menial labor, and were not necessarily treated well by Union soldiers. Union soldiers often had some of the same racial biases as their Confederate counterparts. The Union army was also unwilling to arm them for similar reasons, as well as other domestic political and diplomatic considerations. In Union-occupied areas, people who made it to the Union army existed in a sort of legal limbo.

This did not stop some more enterprising Union officers from taking a different route. John C. Frémont, previously the Republican candidate for President in 1856, tried to unilaterally emancipate slaves in Missouri by declaring martial law, but this was overruled by the Lincoln administration. Political authorities in Washington concerned with keeping the Union together at all costs were not interested at that juncture in anything quite so innovative.

The Emancipation Proclamation of 1862, which freed slaves in areas under rebellion, and the formal enrollment of black troops in the Union army helped regularize this situation. The Proclamation helped define under what circumstances enslaved people in areas under rebellion were considered freed. It would not be until the ratification of the 13th Amendment to the Constitution, however, that slaves were considered legally freed, and slavery as a domestic chattel institution eliminated.

There is also a sense, as some scholars have pointed out, that enslaved people freed themselves. All of this depended on enslaved people to take the initiative to leave the plantation, and go to Union lines. It required the conscious decision to enlist in the Union army. The Union army helped create the conditions that allowed this to happen, but political actors in Washington who issued the Emancipation Proclamation and passed the 13th Amendment, and most importantly the enslaved themselves, all played roles.

As to the last part of your question, the 1860 census reports enslaved people for all counties in Kentucky, but some had very few.

Readings

James McPherson, Battle Cry of Freedom: The Civil War Era

Ira Berlin, Generation of Captivity: A History of African-American Slaves

Eric Foner, Reconstruciton: America's Unfinished Revolution, 1863 - 1877

Eric Foner, Forever Free: The Story of Emancipation and Reconstruction

John Fabian Witt, Lincoln's Code: The Laws of War in American History

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-You can also take a look at the University of Richmond's "Visualizing Emancipation" project, which shows a visual mapping of how the army played a role in the emancipation process.