During the shaking: drop, cover, hold on. Onto hands and knees before the shaking knocks you down; under a sturdy table if there is one, covering head and neck; hold on to the shelter and move with it. If there is no table, against an interior wall away from windows, covering head and neck.
Do not run outside while it is shaking. Most injuries in earthquakes come from falling objects and from people moving during the shaking. Falling façades and glass make the street outside a building the most dangerous place of all.
In bed, stay in bed and cover your head with a pillow, unless you are under a heavy light fitting.
In a vehicle, pull over clear of bridges, overpasses, power lines and buildings, and stay inside until the shaking stops.
Outdoors, move to open ground away from buildings, trees, streetlights and cables, and stay there.
After the shaking stops. Expect aftershocks and expect them soon. Check yourself, then others. Look for fire and for the smell of gas: if you smell gas, shut off the supply if you can do it safely, do not use switches or flames, and get out. Wear shoes — broken glass is the most common injury afterwards. If you are trapped, do not shout unless you must; cover your mouth, tap on a pipe or wall, use a whistle if you have one.
Do not use the telephone network for anything but an emergency. Text messages get through when calls do not.
Source. WHO emergencies guidance, https://www.who.int/emergencies ; the "drop, cover, hold on" protocol as published by national civil protection agencies and by the US Federal Emergency Management Agency at ready.gov, whose servers refuse automated requests from this platform and which is therefore cited rather than fetched.