Actually, we
don't know. All it says is that they set off. Probably it's
implied that they got there, but it doesn't actually say so. I remember coming across a piece of fan fiction that said they set off, but ran into a storm and were drowned. "Hang on, hang on," I thought and had another look at the Appendices ... but no, it only said they set off. Likewise with Sam - it said there was a tradition in his family that he went, not that he actually did. The only member of the Fellowship we know for sure made it is Frodo, because it describes his arrival in the novel.
