Can I run away from dragons?

Solution 1:

Dragon fights give you a dragon soul, and a bunch of dragon scales and bones. Dragon souls are used to unlock new shout after you've learned a word, whereas scales and bones are used to forge one of the best armor in the game, both light and heavy.

If you need none of these, you can try to run away from random dragon fight. But keep in mind that dragons are fast and will follow you for quite a while, so you should be prepared to take quite a bit of damages while running away. (Assuming they're breathing at you)

Solution 2:

Yes, you can run away from random Dragon fights but it's likely they will follow you and cause some damage before you finally lose them. There are dragons that you will have to face on the main quest line though.

My advice would be to fight them, once killed they provide you with dragon bone and scales which are quite valuable and can be used to forge some of the strongest armour (it's also a lot of fun!). If you're not interested in the armour or the money you can generate from selling their bones and scale's then no, there is no point in killing the random dragons.

If you're still having trouble killing dragons have a look here at each of their weaknesses.

Hope thats helpful :)