Each story was independent, and set at different time periods. The characters were not using a time machine, it was just that the author wanted to vary stories.
Only two treatments so far, all in b&w (lots of european comics were only published in b&w to save costs, European Disney comics still kept every half of the pages in b&w for the same reasons until the beginning of the 80's).
One treatment happened during a story where Primus and caveman are musketeers, primus's girlfriend gets kidnapped, but we don't see the kidnap:

Another one was at modern times, where the gang gets selected to become astronauts, and of course bad guys want to replace them, so they get kidnapped and locked up:
