Good question! Orwell does not make it clear where Snowball escapes to after he squeezes through the hedge. Napoleon uses this mystery to his advantage by blaming all negative happenings on the farm on a ubiquitous Snowball. In Chapter 7, the narrator explains that
"All this while no more had been seen of Snowball. He was rumoured to be hiding on one of the neighbouring farms, either Foxwood or Pinchfield."
The mystery of Snowball's location works well for Napoleon. If his dealings with Foxwood fall through, he blames it on Snowball's presence at Foxwood. If his communication with Pinchfield is stifled, it is because Snowball actually went to Pinchfield.
Orwell does not leave Snowball's final destination a mystery simply for the convenience of his plot; rather, he is portraying Trotsky's fate. After working tirelessly for Lenin and Stalin's cause, Trotsky was run out of Russia by the secret police, and rumors abounded as to where he might be. Most believe that he was murdered in Mexico most likely by KGB agents.