There were many people near the grassy knoll who heard shots coming from behind. A reporter for a Dallas newspaper said he saw smoke coming the area behind the grassy knoll. He said it was the area where there was a bridge over the railway tracks IIRC. That was before the lone gunman in the book depository became established as the official explanation.
I am sure they did. The sound of gunfire echoes off of hard, flat surfaces, which is what urban areas are made of.