The US Center for Disease Control (CDC) has issued some advice on what to do in the event of a tornado.
Here it is:
"The Centers for Disease Control and Prevention continues to recommend, as its first recommendation, that people in the path of a tornado find a shelter or a tornado-safe room. The safest place in the home is the interior part of a basement. If possible, get under something sturdy such as a heavy table or workbench. If outdoors, lie down in a gully or ditch.
We understand that people who have seen the tragedy that tornadoes can impose are looking for any useful and effective ways to protect themselves. We don’t have research on the effectiveness of helmet use to prevent head injuries during a tornado, but we do know that head injuries are common causes of death during tornadoes, and we have long made the recommendation that people try to protect their heads. Individuals may decide to use helmets to protect their heads. However, because the time to react may be very short, people who choose to use helmets should know where they are and have them readily accessible. Looking for a helmet in the few seconds before a tornado hits may delay you getting safely to shelter. For those who choose to use helmets, these helmets should not be considered an alternative to seeking appropriate shelter. Rather, helmets should be considered just one part of their overall home tornado preparedness kit to avoid any delay."
For more details, see the CDC.