Yes they can. And you are not suppose to start out at the edge of the map in a siege assault abttle either. But once, I had reinforcements with rams come to my aid in a siege of a Gallic city. They first moved through dense forest and then through woods.
All you have to do is tell them to move by right-clicking a location outside of the forest, and they will move. One cannot move them inside the forest, but ordering them to get out of it works well enough.
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