Of course they did it. I remember talk about it after it happened, and especially after 9/11 when suddenly everybody was very careful about what was said. There is no sufficient proof that it actually happened, no clear still photographs, but there is, I am told, some video material shot by the guys during the whole shebang. Naturally this has never been shown publicly.

As to what they did once outside: nothing, just being outside, being able to build a makeshift balcony on one of the higher floors of the wtc was the whole point (or lack thereof...).