You can have your militia directly execute visitors, but I don't know if the militia will attack residents.
They won't. I had this problem when I realized a human dancer I had just granted residency to was a vampire. You can neither assign them burrows nor execute them like a simple guests. I had to lock this vamp into a room until I could get a more permanent solution ironed out.
As far as werebeast transformations... they only transform at fixed times. You can go to the wiki and see -exactly- which day for a given month is considered a full moon. Furthermore, the infection rate from a bite is only 50%... and 0% if it didn't actually draw blood (fairly confident bruises resulting from bites that couldn't pierce armor don't count). Thus, just arbitrarily killing every bitten dorf (and simply sic'ing soldiers on him is begging to have the cycle repeated) is needlessly wasteful. The point is to quickly QUARANTINE potential risks, ideally one at a time. Thus, you don't kill all 3 potential victim when only one winds up infected. Or in your case, kill a perfectly fine fisherdwarf when you can easily check if hes infected or not. Either build hospital beds that can be individually walled off, or burrow him at the end of a narrow hallway and brick it up. Check the wiki for when that "certain time of the month" is, and release him if he doesn't hulk out past that date.
Now, long-term residents are a bit more of a problem. You can't control them, but you can find where their bedroom is and lock/wall them in. Lycans are BD's, so simply locking a door won't necesarily hold them like a vamp. However, you can find their bedroom and wait to see if they enter. Or you can potentially wall them into a church. Sadly, you cant use taverns alone to separate your dorfs from guests. You can't bar citizens from a tavern, and citizens will freely ignore their exclusive taverns to crash the "no restrictions" tavern you hoped to catch the infected in. You'll defininetly need to use burrows to separate your citizens from POTENTIAL hazards.
One thing you can try is unassigning your tavern/temple and then putting all your citizens safely behind a civilian alert. Then find out the deity of the infected and make your old chapel only respect these gods (if you want to preserve the non-infected visitors, try making other temples for them to help filter everyone?). This should draw the infected to the new temple. Once they are inside, lock the door, cancel the civ alert, and then quickly wall it up. The infected will likely kill the rest, but its the best way to separate your citizens from the visitors in question.