I'm from Nebraska and we get tornadoes every year. We have sirens that go off to signal a possible tornado. Go to a basement room without windows if possible. If you don't have a basement go to an interior room without windows such as a bathroom or a furnace room. Take something to cover yourself with, quilts, blankets, a mattress, whatever you can grab in an emergency and wait it out. If you have a battery operated radio take that and a flashlight with you so you can keep abreast of what is happening outside. DO NOT run out in the yard to see the clouds!