Tornadoes are the most violent atmospheric phenomenon on the planet.
Winds of 200-300 mph can occur with the most violent tornadoes. Wrap yourself in overcoats or blankets to protect yourself from flying debris. Stay away from glass enclosed places or areas with wide-span roofs such as auditoriums and warehouses. See the left figure below for an example of where to go in a school. Crouch down and cover your head as shown in the right figure.