This website has information on how you can help yourself and your family in emergencies. A lot of this information is based on common sense advice and may seem obvious or familiar to you, but it has saved lives in the past.
In a major emergency, if you are not involved in the incident, but are close by or believe you may be in danger, the best advice is to go inside a safe building, stay inside until you are advised to do otherwise, and tune in to local radio or TV for information.
Of course, there are always going to be particular occasions when you should not "go in", for example if there is a fire, or you are advised differently by the emergency services or your own common sense. Otherwise: GO IN, STAY IN, TUNE IN.