If you hear that "roar" sound, get into a ground floor room without windows if you don't have a basement. Put little kids in the bathtub.
If the tornado gets close enough to hurl debris through your windows, there is a chance it will disintegrate the structure, leaving an inside room (hopefully) intact, if you are lucky.
Here is what happens when either a tornado or hurricane breach your window glass. It's basically blowing your house apart. The only thing you can do other than have a basement is window protection for wind-borne debris impact to avoid the breach. it's what we do 24/7.
Here is a illustrated photo that we are putting into a book we are about to publish on surviving these increasingly bigger storms...