The kids have heard so many legends about this man that their curiosity gets the better of them most of the time. They think he is a peeping tom, a murderer, and that he eats chickens among many other legends. So, these harassing behaviors of trying to send him a note, or sneaking through his backyard to get a glimpse, or trying to leave a series of lemon drops for him to eat in an effort to be led to the kids are just that, efforts to meet him.
The day when Scout rolls in the tire and hears someone laughing compares to Jem finding the pants all sewn up. Each are a positive but mysterious experience with the character of Boo Radley, but the kids aren't quite sure that it is him. The gifts in the knothole were obviously for the kids by the time they get to receiving the soap dolls, so this too makes their intrigue continue. They want to know him. This is why they "harass" him. They also seem to have a suspicion that he may not be a bad guy.