Yes, they do get off the boat. I have some pictures, but I have no clue how you can add them posts. There have been some threads in the past that have photos. I remember one that dealt with the Carribean Beach Resort Pirate Cruise. Try doing a search for that thread.
***Spoiler Alert***
On the Albatross Cruise from the Yacht Club, they board at the Yacht Club Marina. They left the port and found a bottle in the marina. That gave them the map. They then went to the Boardwalk pool area. They docked at the Boardwalk and walked through the hotel to the pool area. From there, they "snuck" into Epcot. They stopped at Canada, Mexica, US, France & Morroco. At the times they were there, Epcots World Showcase isn't open, so they didn't have to worry about being around regular tourists. Their last port was at the pirate ship at the Yacht Club where they ate lunch. They found their treasure. From there they had a pirate chase in the marina and then docked at the Yacht Club and a CM and the Pirate had a little duel and then they were able to open the treasure. They left with a fabric backpack with a bandana, sword, eye patch, treasure box filled with a map, jewels, tatoos, etc. It was a lot of fun for the kids. We plan on letting them do a different pirate cruise next time we go.