Chickens have good instincts as a rule when it comes to danger, though some breeds and some individuals are more wary than others. They are born with an instinctive fear of things flying overhead of them, and will also be wary of potential threats on the ground like dogs, cats, and other predators--even if they have never seen one before.
My chickens were all raised from chicks without an adult role model to teach them what to be afraid of, but they still know to hide from hawks and flee from ground predators.