If your power is out, use a battery-operated radio.
Safety is the most important thing.
When the siren sounds, move into the bathroom and get into the bathtub with a matress or blanket. Pull it over your head to protect you from debris, in case anything falls on you. If you do not have a bathroom that suits your safety needs, go into a closet. If there is not room, get in the center of the basement, away from windows. Have food and water at hand, so you can get the resources you need, in the event that safety vehicles have trouble getting there to help you out quickly.