fiction - Split up the section or flow straight through

Is it a good idea to “split” the action/setting to show actions of other characters elsewhere, or make it flow straight through? Example: My protagonist gets kidnapped. There’s a scene where she is transported, two scenes where she is captive, then the big rescue scene. In a movie, it would break and go show other characters and what they are doing while she’s captive, then return to her. That’s what I’m wanting to do. Put in a scene of the rescue planning and another of her friend going about her day that doesn’t even realize she missing yet. But how does that work in writing? Thank you.