No, only the original campaigns are fictitious (although they have historical events such as the siege of Malta -1565- in the Blood campaign; the start of the Seven Years’ War -1756- in the Ice campaign and the Latin American wars of independence -1817- in the Steel campaign)…
George Washington in Ice campaign (1756)
Simon Bolivar in Steel campaign (1817)
In the expansions, the campaigns are already more historical (except the Chinese one, which is fictitious):
In the first expansion The WarChiefs (2006) you have the Fire campaign, which is set in the American Revolution (1775-1781) with Nathaniel Black and George Washington and then you have the Shadow campaign, which is set in the wars against the Lakotas (1866-1876) with Chayton Black and Crazy Horse against George Custer…
George Washington in Fire campaign (1775-1781)
Crazy Horse in Shadow campaign (in the legacy AoE 3) (In the Definitive Edition, Crazy Horse was replaced by Frank Warbonnet, uncle of Chayton Black.
George Custer in Shadow campaign (1876)
And then in the second expansion The Asian Dynasties (2007) you have the Japanese campaign, set in the Sekigahara campaign (1600) with Kichiro, Ieyasu Tokugawa and Torii Mototada (Tokugawa’s allied general) and after passing the Chinese campaign (which is fictitious and is based on the travels of Zheng He in 1421), you have the Indian campaign, set in the Sepoy Rebellion and the fall of the Mughal Empire (1857) with Nanib Sahir (based on Nana Sahib), Pravar Patel (his second in command) and Shah Bahadur II (the last Mughal emperor)…
Ieyasu Tokugawa in the Japanese campaign (1600)
Torii Mototada in the Japanese campaign (1600)
Nanib Sahir in the Indian campaign (1857)
Pravar Patel in the Indian campaign (1857)
The last Mughal emperor Bahadur Shah II in the Indian campaign (1857)