I'm lucky enough to have it both ways, currently
I had a were-hyena show up and infect a couple of my dwarves, one I killed and one I actually forgot about :> When he transformed he was in an isolated hospital room so I locked the door.. Turns out a werebeast will break a locked door, but for some reason it just sat there.. I walled it in after the door breaking incident and that's gone well ever since (almost 7 years now..). I've got her walled away making mechanisms and fishing for her own food now..
And then, earlier tonight, I got a megabeast-style warning about a dwarf peasant showing up :> He was friendly and didn't get a chance to transform before he hit the cage trap at the entrance.. I don't care much for hyenas so I was really hoping for a different type of beast, but they both transformed at the same time, both into were-hyenas
I've got the non-fort-resident werebeast caged and have set up a short hallway of cage traps with a fortification carved at the end in the living quarters for my fort-resident werebeast, hoping to lure her into a trap when she transforms next time.. As a fort resident she doesn't trigger traps in dwarf-form, and won't move in werebeast form unless it sees an enemy..
The sad part is my fort-born dwarf-hyena wants to raise a family and the recently arrived dwarf-hyena is also a female.. Even if it were male I seriously doubt anything would happen there anyway :>