According to my experiments, it will just be forgotten in a limbo of the world history, never changing its state or doing anything. It will change the age name, though, starting at the very first tick of the next year (during fort mode, at least, the name change may occur at a different period if time passes in a different mode)
After generating an adventurer with a hydra and getting killed by it, I made a 1x1 fort, ramped the fps limit up to 500, locked a single dwarf in a room and used scripts to keep it sane/fed and let it run for a couple of irl nights. After 47 in game years, the human and elven civ got into a war, the dwarven civ filled the map with hillocks and... the hydra did absolutely nothing.
It may be because it was generated with no relevant historical links, such as being enemy of civs and having a lair, or because that world in particular had no megabeasts at generation, and the game keeps track of megabeasts by some sort of index (it works somewhat like this for the number of existing megabeasts: they can reproduce, but never past the starting number).
This was in a pocket world, by the way, and after creating a new adventurer at the hamlet that the hydra killed me, it was still there at the exact same spot it dismembered my first character. This smells like unintended and undefined behavior to me. It seems that introducing new megabeasts into the world isn't something that can be done smoothly simply by generating it as the pet of some extraplanar outsider.