I think we probably will. I mean, we know for sure she gets attacked outside Starfleet and there's a chance she might get captured then and have to be rescued, but I'd imagine that would be the only time. I don't think escaping from wherever she was beforehand would count as being captured as part of the show - that's backstory.
I think she escapes, goes to Picard, he takes her to Starfleet for help, she gets attacked outside, and then...well, either the attack is fended off and she then cools her heels in a corridor someplace while Picard argues with that admiral and then storms out to go investigate alone, or she gets re-captured, which piques Picard's interest and protective instincts more than they already were, so he argues with the admiral and then storms out to investigate alone, assembles a crew, rescues her (not necessarily in that order) and then takes Dahj and the rest of the crew off on a season-long mission of discovery, or whatever it is they are going to do across the 10 episodes.