Yes. Mance was supposed to be his advance man in Winterfell destabilizing the Boltons ahead of the Battle of Ice.
Do we know this for sure? At the time Stannis burned “Mance,” the king’s plan was to march on the Dreadfort, not Winterfell. Moreover, when Mel dispatched Mance, her plan was for him to meet Arya by Long Lake, since Mel thought she was the girl on the horse fleeing her marriage (of course, that turned out to be Alys Karstark). It came off to me like Mance came up with the “infiltrate Winterfell” plan all on his own.
I may need to rethink this when I get to ADWD, but it would be a big move for Melisandre to make with what to me is insufficient motive. Moreover, even if Stannis was planning on marching on the Dreadfort, Winterfell was still the ultimate objective – hence his offer to Jon Snow at the end of ASOS – so if Mance could pull a Theon in Winterfell…
But there’s no one even occupying Winterfell upon whom to “pull a Theon” (a nice turn of phrase) when Stannis burns Rattleshirt or when Mel dispatches Mance. Roose’s initial plan is to hold the wedding in Barrowton; it’s on the basis of that information that Mel and Jon dispatch Mance, and again, they dispatch him to meet an already-escaped Arya at Long Lake, not infiltrate Winterfell and rescue her there.
Yes, it’s true that Winterfell isn’t occupied, but Winterfell’s symbolic importance remains. If the Boltons hadn’t changed their plans and Mance had raised Stannis’ and the Starks’ banner over the walls of Winterfell, that would have struck at the heart of the Bolton’s political coalition.
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