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Yes, they should do it automatically, but you must make sure nothing's in the way for them. Maybe you have to sell/move things first so they can reach the prison box.
Also note that you do NOT need free pop when freeing dwarves. You can go over the pop limit when you free them!
I think this may be a bug. I had a couple prison boxes that no dwarf (warrior or otherwise) would interact with or touch. I am not 100% sure that there was nothing else around, but fairly sure. It doesn't seem to happen every time, though (this was in 1.01).