Does the US military have unannounced training exercises in public?

On my school bus driving to school, there was a white van without windows besides the windshield and two sde windows. There were two chinese people in camo outfits and the passenger had a mating gun. A little farther down the road there were 3 state polce cars and 4-5 army humvs with loaded turrets chasing after the van. Was this a convoy or training exercise? If so, why wasn't the public aware?