Yes, they did. I believe the specific scene that Band of Brothers covered (I haven't actually watched it) would be the night time drop of June 5-6, 1944, preceding the D-Day Normandy Landings. The 82nd and 101st Airborne Divisions as well as Canadian 3rd and 5th Parachute Brigades and British 6th Airborne Division dropped in (on separate operations) on the night before the landings began. Their job was extremely perilous but vital: to disrupt German defenses, tie down a disproportionate number of German troops and delay German reinforcements for long enough to buy time so that the Allied beachheads would have the breathing space to neutralize shore defenses and establish a line of their own. The hours when infantry first splash on to the beaches are some of the riskiest in modern warfare: they lack heavy equipment, and they're in very slow, unarmoured sardine cans which have a tendency to sink at the slightest provocation.

In order to drop accurately, 300 volunteers were formed into Pathfinder teams of 14-18 men. These troopers carried guidance equipment such as signaling lamps and Eureka short range transponding radar systems. These were fundamentally the same thing: electromagnetic wave emitters that gave a signal that units could lock in on to find their way to the LZ that the Pathfinders have secured, it's just radars had receiver units and lamps relied on the M1 Eyeball.

The Pathfinder drop on June 6th was a disaster. Several teams dropped miles off target from the intended DZ. One team had the plane with most of their equipment ditch early. Another dropped in a zone the Germans considered a likely landing spot and were too close to enemies to use visual indicators, and had to rely on radars only for guidance. The main Airborne waves were guided in in a frantic series of improvised signals. Their only advantage was that the surprised Germans were just as confused and in the dark about where the Pathfinders were.

The main waves of US paratroopers suffered their share of mishaps. Planes flying under radio silence, at night, in clouds and under fire broke formation, dropped their troops too low or too far, some into swamps and rivers where the soldiers drowned under the drag of their equipment, some with insufficient air time to slow down, breaking their legs. Between failed drops, nighttime confusion, failures in communication and German resistance, American paratroopers suffered over 50% casualties in the first week, much higher than possibly every other unit involved in the Normandy Landings.

So yes, it was incredibly difficult, and they had to fight their way anywhere basically from the moment they hit the ground. When you were detected was largely dependent on luck and the element of surprise. Them being detected was a feature, not a flaw, as Germans sent to deal with Paratroopers couldn't be firing on their infantry comrades.