Yes, cicadas can see. People might assume that cicadas cannot see because they are slow to move when approached or are easy to capture.
Cicadas have 5 eyes. Two large compound eyes, which are used to visually perceive the world around them, and three small, jewel-like, simple eyes called ocelli. We believe the ocelli are used to perceive light & darkness. The fact that there are three of them, arranged in a triangle, may help them triangulate the direction of the sun or the movement of a shadow.
The reason they are easy to capture right after they have molted is that their body parts are not hardened and ready to react quickly. The reason they are easy to catch once their bodies are hardened is often that they want to be caught, due to a species survival strategy called predator satiation (more on that in a future article).