Yes, Captain America and Wolverine fight alongside each other briefly during WW2. However Wolverine gets transfered to another unit before he can complete more than three missons with Captain America.
I know there are some good comics explaining this but it takes a while to find them and then finally understand them. The comics showing them fighting together are a back issue though, about WW2.
The comic actually has Stan Lee and the father of Nick Fury in them. Stan Lee and Conlel Fury fight with Captain America, Bucky, and Wolverine. Conlel Fury ends up losing his eye and Stan Lee dies. Wolverine tries to save Stan Lee but fails. He takes it out on Bucky and requests a transfer to a new unit. Wolverine spends the rest of the war out in his new unit, eventually becoming a higher rank than Cap. Bucky supposedly dies, and Cap gets frozen after deactivating a nuclear bomb sent off by the The Red Skulls scientists and followers.
Wolverine is actually part of the assult team on the castle Bucky and Cap are attacking but Wolverine doesn't follow Cap to the bomb. He instead follows Bucky under Cap's and General Fury's orders. Wolverine sees Bucky follow another missile but he doesn't deactivate it until over Russia. Russians find Bucky, erase his memory, implant new memories of him as a Russian and he becomes the Winter Soldier. His main goal is to destroy America and anybody else who gets in his way.
Wolverine goes on to the war in Japan after the assult on the castle. WW2 follows on out in Germany while Wolverine gets drafted into Japan. There he meets his one true love and marries her. After while she dies of cancer and he moves on to the war in Viet Nahm. He gets arrested and a year later he gets adamantium put on his bones.
I hope that helped.
