If you are advised by local officials to shelter in place, what they mean is for you to remain inside your home or office and protect yourself there.
Close and lock all windows and exterior doors.
Turn off all fans, heating, and air conditioning systems.
Close the fireplace damper.
Get your disaster supplies kit, and make sure the radio is working.
Go to an interior room without windows that's above ground level. In the case of a chemical threat, an above-ground location is preferable because some chemicals are heavier than air, and may seep into basements even if the windows are closed.
Using duct tape, seal all cracks around the door and any vents into the room.
Keep listening to your radio or television until you are told all is safe or you are told to evacuate. Local officials may call for evacuation in specific areas at greatest risk in your community.