How do wallabies protect themselve from danger?

It varies.

Wallabies are grouped according to the habitat in which they live, so there are swamp wallabies, brush wallabies, and rock wallabies.

Swamp wallabies inhabit fairly flat bushland areas which are reasonably open, unlike the brush wallaby which prefers more closed forest, with denser undergrowth. Rock wallabies are especially suited to rocky hillsides and mountainsides, including open rock faces. Unfortunately, this is one of the reasons why certain species of rock wallaby are so vulnerable - wedgetail eagles and other Birds of Prey take advantage of the wallabies when they are out on the rocky, bare hillsides, readily swooping in for an easy meal.