In general, get as low as you can. A basement below ground level or at least the lowest floor of a building offers the greatest safety. And put as many walls between yourself and the outside as possible. If available, get under something sturdy like a heavy table. Protect yourself from flying debris with pillows, heavy coats, blankets, or quilts.
Basements are the best, but interior hallways on the lowest floor usually offer protection.
Close all doors to the hallway for greater protection. If there is no shelter nearby, get into the nearest ditch and lie flat with your hands shielding your head. Don't bother opening or closing them. It won't protect the structure anyway. You'll just waste time and put yourself, and possibly others, at greater risk.