You should immediately go inside and turn on an information source; do not call 9-1-1 unless you need an emergency response. If advised to take cover, go to an interior windowless room or hallway on the lowest floor of the building. Put as many walls as possible between you and the outside. Stay away from windows and doors. Get under something sturdy such as a table and if possible, cover yourself with a blanket or sleeping bag. It is strongly recommended that residents designate a shelter area for their home in advance and practice going to that area as a family.
If you are in a public building or at work during a severe storm, seek shelter on the lowest level of the building. You can also use the fire escapes or windowless restrooms as shelter areas. The expiration time of the warning will be included in the National Weather Service warning message. Remember to designate your shelter area in advance; there will be less confusion during severe weather if the location is pre-determined. Offices should hold tornado drills often.