Yes, you can designate burrow zones where civilian Dwarves will stay when you put it on active (Or something in that sense). I haven't tried that out yet though, as while my Military is training nicely, it's too peaceful and I haven't come under any attack yet
Read up on it here:
http://df.magmawiki.com/index.php/BurrowApparently there's more uses to it then just to tell your civilians where to go. The magmawiki is a great place anyway, and I've basically looked up all my information as I go along there.
