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 :)