Open up the character screen and there is a button to switch to the skill learning tab.
There is a hunting skill but there are also skills you need to learn to be able to fight at all.
http://havenandhearth.wikia.com/wiki/Hunting will tell you more about hunting but I recommend you just try to catch rabbits/chickens.
Also it has some pretty upto date info on most things in the game.
If you are new enough to the game to ask this question you probably stand no chance in a fight with anything that fights back, even with two people, just a friendly warning that even the ants put up a fight and they can hurt you until you train your fighting stats/incremental skills and learn some fighting skills.