The simplest way is this, by editing each civilian's init. This doesn't care who killed the civilian, so it would pick up the civilian being run over, for example (when the killer is objNull):
this addEventHandler ["KILLED", { player sideChat "Sir, I think we just killed a civilian!" }];
If you have many civilians in the mission, then you might be better using a large trigger to add that code to every civilian (this doesn't add the handler to vehicles, but does add it to all passengers):
Activation: CIVILIAN PRESENT ONCE
Condition: this
{ { _x addEventHandler ["KILLED", { player sideChat "Sir, I think we just killed a civilian!" }]; } forEach (crew _x) } forEach thisList;