The best shelter from a tornado is a basement. Protect your body from flying debris with a heavy blanket or sleeping bag. Opening windows to equalize pressure is ineffective in reducing damage during a tornado.
Mobile homes are extremely unsafe during tornadoes.
Seek shelter elsewhere. If you are caught in an open building like a shopping mall or gymnasium get into the restroom, if possible. In larger buildings, restrooms are usually made of concrete block and will offer more protection. If there is no time to go anywhere else, seek shelter right where you are. Try to get up against something that will support or deflect falling debris.