This is the decision that most affects what happens to you, and it is the one where this course will not give you an answer.
Because the answer is national. Where to shelter, when to evacuate and what a warning signal means are set by each country and they genuinely differ. Some states have designated public shelters; some tell people to use the strongest interior room of their own building; some run both depending on the threat. A single confident instruction here would be wrong in several countries at once, and being wrong about this is not a small error.
So the rule is: follow your own authorities. Find your country's page on this site before you need it, and know what their instruction actually is.
What is general, and safe to say anywhere.
- An official evacuation instruction is not advice. If your authorities tell you to leave, leave.
- Do not evacuate on your own initiative into an unknown situation. A road full of stationary cars is a worse place than a solid building.
- If you shelter, put mass between you and the outside: interior rooms, lower floors where the guidance says so, away from windows and exterior walls.
- Take the bag, the documents and the phone charger. Do not take the time to pack them now — that is what the next course is for.