1. How do I keep them from wandering away?
Chickens will establish an area around their coop that they consider safe to explore. Some chickens are braver than others, some go further than others, the longer they are out the more likely they are to explore more territory. Before they are let out for the first time, make sure they are trained that the coop is home. A week locked in the coop or a few weeks of making them return to the coop each evening and not allowing them to roost elsewhere will help. You want them to become familiar with the coop BEFORE allowing them to become familiar with the rest of the property.
2. Will a hawk get them if I'm right with them?
Unfortunately, it could.
3. When I put them back in their run, will they be not happy?
Whether or not chickens can even feel happiness is a topic of debate. Think in terms of meeting their needs. Do they have food, water, safety, shelter? If they have these things they will be just fine. I will say this, my chickens were confined to their run for over a year. They never tried to escape out the door. We have recently built a larger fenced area for them that I let them out in occasionally. Now if I am not careful, any time the gate is not latched they make a break for it to explore the larger area. So yes, they do get used to the freedom and if they have the choice, they seem to choose the larger space.
4. Do they know what and what not to eat?
For the most part, yes. People don't often have chickens dropping dead from eating a bad plant, but chickens are curious, they will pick up (and swallow) a bit of plastic, a nail, foam insulation, a stray staple. Whenever you are out on your property, be sure to pick up any random temptations you find lying around.
5. Will they all stay together in one flock?
Depends how many birds you have, but I feel like they usually stick with at least one buddy.
6. How likely is it something will get one of them?
Depends the predator load in your area. You could have a loss on day one or you could go years without a loss.
7. How do I get them back to the coop?
They will naturally start looking for a spot to roost at dusk. They will learn the routine, some treats near the coop at this time might help entice them. Mine always return at dark, but if it's not dark yet I do have a challenging time rounding them up if I need to. If for some reason they can't get back to the coop (at dark or in bad weather) they will seek safety and shelter other places, under a bush, in a dog house, under a car, etc.
8. How do I protect them from hawks, foxes, raccoons etc. while free ranging?
Give them lots of places to hide. Give them multiple food and water sources so they have options if the don't feel like one is safe for some reason. There are many animals that will ALERT to predators but may not actually fight off and/or kill one. A dog, a donkey, a goose, a rooster, all could sound the alarm for your girls to take cover, but don't count on any of them to fight off the predators. Other options that would be more secure would be electric bird netting that you move around to different areas for them, or a chicken tractor that you move around.