My understanding is that the game itself is not open world. Every level, however, is quite large which gives the players the abilities to complete missions how they see fit (i.e. jumping on roof tops to avoid guards and rioters or possessing a fish to swim under fences or into sewers). I'm not sure what extent of side quest there will be, but they did explain that there would be events, such as a woman who might get mugged by a group of thugs, though you could meet the thugs before they ever meet the lady and the mugging would have never happened.
So in a sense, yes, you could say you can free roam within each level.