When outside, an automobile is a safe place. Don't take refuge under a tree. Avoid standing in small sheds in open areas. Stay away from wire fences or other metallic conductors. Cover yourself with a blanket or a mattress, anything that will protect you from flying debris.
Upper floors are unsafe.
Avoid rooms with windows. If you live in a mobile home , even those with tiedowns, seek more permanent shelter. Go to a friend's house, or a nearby structure with a basement. As a last resort, go outside and lie flat on the ground in the lowest depression available with your hands over your head. Mobile homes are unsafe.