IF you are indoor at home, you should go to the lowest floor or basement during the tornado. find a place with strong close walls around you. be far away from windows. and protect your head as a lot things fly and during the tornado and you could be hit.
IF one is outside the house, lie flat in some ditch hiding yourself as much possible. Protect yourself until the flying debris is all gone, If you are driving, Leave your vehicle and try to find a big string bulding. Drive away at 90 degrees from the tornado's direction, if you are driving a car. Do not try to over run torando.