In the formal language there would be a small particle y(r) preceding an adverbial question word: (I) ble/Pam/Sut/Pryd yr aeth hi nethiwr? (Where/Why/How/When did she go last night?). This however isn't used in more informal or even standard language these days. You make come across it occasionally as you did.
Interestingly, a vestige of this particle remains attached to some forms of bod (be) to give us the modern standard versions, e.g. yr oedd to roedd: I ble yr oedd hi'n mynd? (Where were you going?) to Ble roedd hi'n mynd? or yr wyt to rwyt: Pryd yr wyt ti'n mynd? (When are you going?) to Pryd rwyt ti'n mynd?.
In this case I mean the literary language yes, so it's mostly confined to very formal writing, poetry, traditional songs, that kind of thing. Be aware though that some features or words that are considered literary or archaic sometimes pop up in dialects, i.e. informal speech, so be prepared to be surprised.