I grew up in an area that got a few tornadoes every year. Just check out disaster preparedness sites. When I lived in a more tornado-prone area than Knoxville, I kept water, dog bowls, and slip leads in the master walk-in closet. I also kept a crank-to-play radio in there, so when things got bad, I could go in the closet with my dogs and listen to the radio. I'd put the leads around them, and hold them close (it helps that they were small), and if we got stuck in there for several hours, we'd at least have water and a radio. I never really needed it (just once), but it was nice to be ready.
I'm sure the vet school has disaster-preparedness plan and they'll brief you on it when you get there. Just remember, interior room, no glass, basement if possible.