If caught in your car, open the windows slightly and park off the road away from power lines. Set the brakes. Be wary of downed power lines and don't try to step outside the car if they are near or touching the car. You are indoors during a thunderstorm. It serves no purpose to close the doors and windows, except to keep the rain out.
Lightning can come through a brick wall as easily as through an open window.
Radio aerials, electrical lines, telephone lines and water pipes are excellent conductors of electricity and lightning. If properly installed and grounded, they are not hazardous, and there is no need to disconnect plugs and aerials. But don't tempt fate. Just postpone that hot bath, telephone call or last bit of ironing. Someone is struck by lightning .