Active Shooter drills

Li
So I took this new job and during orientation they went over what to do if there's ever a shooter. It got me to thinking about my kids and if they teach them what do to if they hear gunfire at their school. I asked my kids and both of them said "no". Should they be teaching kids what to do in case of a shooter?  Do they do it at your child's school (what state are you in? Country?).
EDIT:  Below is a convo thread between me and my mother, who is a public school teacher. My kids are included in our thread.