Bunny Warrens are a Natural Resource found in maps nearer the surface, from which Bunny Rabbits emerge and hide in. The warren cannot be interacted with, although it can be destroyed by mining out the tile it belongs to.
Any threatening characters, like dwarves or goblins, will keep bunnies from emerging if they hang around the warren. There is also currently a limit to how many bunnies can spawn from a single warren, since bunnies will be scared off to other caverns if there are too many threats.