I have been reading about the chilling story of the abduction and (presumably) murder of the researcher, Yingying Zhang, at the University of Illinois, Urbana-Champaign, over the past few days and wondered what is actually done in U.S. colleges to teach international graduate students / researchers about campus safety?
I would first recommend that you take a course in statistics and check how many people become victims of crime in the USA every year, and whether this story is outside of what you would expect statistically. Then compare it with statistics for fatal accidents in China, for example, and you might find out that it is safer for the average foreigner to move to the USA, where for example the chances of dying in a traffic accident are lower. (Or much better yet, to move to the UK).
You might also compare his risk with the risk of domestic accidents. If you advise international students (and all other students, and everyone else for that matter) to be careful when climbing onto step ladders, not to drive while intoxicated or on drugs, and not to use their phone while driving, that might safe more lives.
Generally in the US, campus police departments are active, easy to find, and very willing to help members of the university community.
For example, googling "University of Illinois campus safety" immediately yielded with this webpage. It offers advice, a description of services offered by the police department, and opportunities to attend self-defense and safety programs or to speak with "safety experts".
Universities might also offer a short presentation on safety during campus orientation. This, too, is likely to focus on what services are available and whom to contact to learn more.
These resources are likely to be freely available to any member of a university community, whether international or not, who seeks them out.