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.
If they were watching the hawk, that means they know it was dangerous. Just because they didn't run and hide right away and the rooster didn't immediately throw on his Superman cape and fight the hawk doesn't mean they don't have the instinct to avoid hawks. That being said, you shouldn't count on their instincts to protect them--just because a chicken is afraid of something doesn't mean it can defend itself. If your chickens are being hunted by a hawk you need to make sure you can supervise them when they are ranging and that the coop and run are hawk-proof.