Well, usually.
If the characters have escaped their pursuers and now have to slog along the road for days before they reach the castle, it's time for a cut scene. If they come to a conclusion, and one of them goes to write a letter about it before they conclude the plan, it might be wiser just to note that he did in a sentence and go on.
It's when the characters know for a fact that that's the building they want to search because twelve men went into it, and linger until they come out again (within an hour) that you start to ponder what you can do with that gap of time, and if you can infuse it with enough suspense to avoid cutting between the scenes, because for the characters, it's really one action. Especially if the scenes would be short with such a cut. Tends to make a story choppy, to have too many short scenes.
