We're from Illinois too.... No basements or sirens in TV. You need to get yourself a good NOAA weather radio, tuned to your county. If you need help tuning, the fire dept. can help.
If in Sumter county, you can register your telephone to receive Code Red Alerts, for which you will get tornado warnings, etc. We got a call this morning, about 4:30am, for the tornado warning.
As for cover, you should go to an interior room and away from any windows.
The link for the Code Red Alert is:
Sumter County Sheriff's Office ::: CODE RED
Cheers....