Weather forecasts can usually identify that the conditions favorable for tornados are happening. That is announced as a Tornado Watch. If someone sees a tornado, they will issue a Tornado Warning, usually for the whole county. They will sound sirens if available. People are urged to take shelter, ideally underground. Otherwise they are told to shelter in the most substantial part of a building. Many people do take shelter but others decide to tough it out.
Tornados are relatively small compared to hurricanes and earthquakes but they are very intense within a few hundred foot wide area where they tear everything apart and blow it around with 300mph winds doing more destruction with that debris. They move in erratic directions and can pickup and hop around. There can be multiple tornados at one time.
Any one person is not a great risk of harm but anyone in the path of the tornado is at great risk. People living in the area have been through tornado warnings before without harm. This can lead to people assuming that they will be fine and not taking precautions. Chances are they are right but if they are wrong… it goes very wrong.