There is no error in using the present perfect in the first example.
There is an event in the past (seeing the dog) and this is connected to the present (your present fear of being bitten and your suggestion to run). There is no "past time" expression like "yesterday".
It would also be correct to say "I just saw a dog...." The present perfect is correct, but not essential.
Your written sentence is poor grammar because you have three sentences, which you join together. It would be better to include the word "just" to mean "very recently". You probably should have "I've just seen a dog. It could bite us! Let's run."
Similarly there is no mistake in using the present perfect in the other two cases (but "Come here!" is a separate sentence.) In spoken English, it would be very unusual to say "I have" instead of "I've".