Its in the script

Well for what it's worth, ALL my campaigns are unscripted. No matter what game system we are playing I create everything from scratch. I actually have a hard time playing pre-made modules. I find them too linear and limiting. I actually had a similar conversation with one of my players this morning. He wants a complete, no holds barred, open world where he can run amok all willie nillie. That doesn't work for me as a GM. I am a story teller. I want you to follow my narrative. You can meander and wander all you want but in the end you will be following my story. He wants to blow up Pittford. They've been there less than a week. He thinks he should be the new mayor or some shit. I'm not good with that, I have plans for Pittford that do NOT include complete destruction. Sorry got of subject a bit. LOL

HOWEVER, nothing I do is ever random. Everything serves a purpose, ever the seemingly random encounters on the road. 

That's my 2 silver, take it if you want.

Is there any way to mak the character realize the consequences of their actions? I.e. if they start to destroy the protection at Pittford, have the surrounding critters attack more often due to lack of patrols from the town.

If they cause trouble in one area, the PCs will have their faces known to others soon enough, or at least the rumor of the PCs going to a location, and a few days later the rumor mill starts that the location is destroyed. Eventually a few rumors could even start where the PCs weren't there when something was destroyed, but "everybody knows it was you".

If the PC wants to be mayor of Pittford, what method is he/she using? Are the PCs going to try and buy the election, are they going to campaign, are they going to be heroes and deal with threats nearby? Or are they going to try and take over the town, and reducing the people in the town guard as a result? With fewer people in the town guard, there will be more wall crossings by critters, so the PCs' favorite brothel could get raided, or the local healer could be too busy with wounded patients, or the blacksmith simply tells the PCs that she is out of materials.

If they want to have fun being random, show them the results.

Here's a consequence scenario I had last week.

Our beast human and an Abberitia merchant are having a discussion on the road, the Abberitian is flying under diplomatic colors as part of a growing peace prospect meaning he's not to be molested.
The Abberitian merchant insults the human companions of the Beasthuman, refusing to conduct trade with "lesser beings of questionable heritage", the Beasthuman responds by dropping draws and urinating at the Abberitian merchants feet saying, "my mother was a bitch and my father a furry addicted freak, do you question the base qualities of my heritage?"
The Abberitian guards draw pistols, the insults fly and things escalate, a gun battle ensued. Victorious, the party loots the caravan.
In coming to Overpass their antics on the road where spotted, though allowed into Tent City the guards won't allow them to enter the lower city, their actions have jeopardized peace accords and at present word has moved ahead of them that they attacked a merchant caravan under neutral colors.
Their appearance, relics they carry as well, makes them easy to identify. They find themselves pariah in the northern freehold, though are able to persuade away legal actions that their attacking the caravan was self defense.

It also helps to remember that Dodge and Agility bonus don't apply for any shooting or explosive attacks. Even a child with a musket is dangerous when you've only got a dv of 20 now.