Most injuries at a distance from an explosion are not caused by the explosion. They are caused by window glass, moving fast, inwards.
This is why "away from windows" is repeated everywhere. It is the single instruction with the most evidence behind it.
If you have warning of a blast — you hear it before it reaches you — get down, face away from windows, cover your head and neck, and open your mouth. An open mouth equalises pressure and reduces damage to the ears.
Immediately after. Stay down for several seconds: debris comes down after the blast has passed, and there is sometimes a second event. Then check yourself, then whoever is with you.
Then leave carefully, if the building is damaged. Not quickly. Floors, stairs and ceilings can be compromised in ways that are not visible. Do not use lifts. Watch for glass underfoot and wear shoes.
Do not go towards it. The people hurt by second events are overwhelmingly the ones who went to look or went to help untrained. Tell the emergency services what you saw and where.