In a tornado, winds are so great that brick and concrete walls can collapse. Roofs are pulled off buildings. In the past, the advice was to open a window opposite to the wind, so the indoor and outdoor pressure would be equalized. That's no longer considered wise. The thought is that opening a window actually increases the force on the opposite wall and will hasten the building's destruction. Also the wind is always shifting in a tornado, so it's tough to know which window to open! Keep the windows closed.
On October 3, 1979, a devastating twister as powerful as any Midwest twister hit Connecticut and swept through Bradley International Airport and the Poquonock section of Windsor. It seemed to be a fluke. It developed in New England during the fall.
Stay away from the windows, too! If a tornado warning is issued, go into a basement or an interior room on the lowest floor. A hallway, closet, or bathroom will have enough reinforcement to protect you from collapsing walls. If you are outside, don't try to outrun one of these storms. If the sky is threatening and you are driving, leave your car and find some indoor shelter. If you must be outdoors and the storm nears, find some protection in an underpass or just lie flat in a ditch or other low area.
There is nothing small-time or mediocre about the mesoscale. From thunderstorms to tornadoes, it contains the most violent weather on Earth.