Nej, det diskuteras aldrig i någon detalj
Gandalf berättar för oss tidigt i Fellowship bara att Saurons ande "flydde" (betonar min):
Isildur Elendil’s son cut the Ring from Sauron’s hand and took it for his own. Then Sauron was vanquished and his spirit fled and was hidden for long years, until his shadow took shape again in Mirkwood.
Fellowship of the Ring Book I Chapter 2: "The Shadow of the Past"
Men så långt som han gick specifikt , är allt vi får höra en rad i Silmarillion (betoning min):
Then Sauron was for that time vanquished, and he forsook his body, and his spirit fled far away and hid in waste places; and he took no visible shape again for many long years.
The Silmarillion V Of the Rings of Power and the Third Age