It really depends where they are. At Bobby’s, they’ll explore together. Sam even tried to venture into the wall a time or two on his own, though Dean hated having him out of sight. In a motel, they might go out for the day. Sam stays out of sight in Dean’s pocket when they’re in stores, and Dean stays away from other kids. Dean never leaves Sam alone in the motel. Even as a kid, he’s terrified that something would happen to Sam on his own.