It all depends on where you are at. If you are in a building, home, etc. then it is very important to stay AWAY from windows and try to go to a basement or the lower parts of your home. If you are in a car, try to reach home as soon as possible or at least the nearest shelter that is suitable enough. Do not leave your home to go into a car because cars are very dangerous during a tornado. Make sure to have good shoes on and a helmet, if you have one. Also, don't forget to take your pets with you wherever you go, if you have them. They are part of your family.
I hope my answer has satisfied you. :)
