Opening windows allows damaging winds to enter the structure. It is a myth that tornadoes cause houses to explode due to changes in air pressure. Flying debris can shatter glass. Violent winds and debris slamming into buildings cause most structural damage. If you're outside in a car or in a mobile home, go immediately to the basement of a nearby sturdy building.
Sturdy buildings are the safest place to be.
Tornado winds can blow large objects, including cars and mobile homes, hundreds of feet away. Mobile homes are particularly vulnerable. A mobile home can overturn very easily even if precautions have been taken to tie down the unit. If there is no building nearby, lie flat in a low spot. Use your arms and hands to protect your head.