It's important for them to let someone know early, before the situation escalates. Explain the difference between tattling and telling. Tattling is when you report something just to get someone in trouble. Telling is when you report that you or someone else is in danger. Insist on the buddy system to and from school and in the neighborhood.
Children give each other support, and a child who has friends is less of a target.
Parents should encourage their kids to reach out to other kids. That way they can watch out for one another. Too many shows reinforce the idea that aggression is the only way to deal with conflicts. Let your school know your safety worries. Suggest closer supervision in hallways, bathrooms, lunchrooms, under stairways, and on the playground.