why do dill, jem and scout run from the radley place?

The children are at the Radley place and attempting to look through the windows. When Jem gets into position and raises his head to look inside, the shadow of a man appears and crosses over him. As soon as it's gone, the three children run as fast as they can back home

Because they did something that Atticus told the children not to do.

Yes, Davis. And Jill.