Homes are damaged by strong winds, not air pressure changes. Tornadoes always come from a thunderstorm. This is usually true, but thunder and lightning are not prerequisites for tornadoes. Tornadoes can also be spawned by hurricanes, with or without lightning. Tornadoes cannot cross water.
Waterspouts are a type of tornado that actually form on water.
Tornadoes that form on land can cross bodies of water such as rivers and lakes. By opening the windows, you can balance the pressure inside and outside your home so a tornado will not do damage. The force of a tornado can rip through a structure, whether windows are open or not. Opening windows could actually make the situation worse. A Tornado Tornadoes appear suddenly and strike randomly.