Tornadoes: get in a cellar / basement and protect your head
Hurricanes: Evacuate if possible
If not possible, you want to get to an attic , Board up windows , Stay away from glass
Between the two of them, tornadoes have a stronger win rotation that could suck even a building into the rotation, so protecting yourself within a basement is a must. Hurricanes is significantly weaker compared to tornadoes, but it often contained splash of water that could pierce even hard objects, so you need to stay away from glass.