Duck and cover. How many remember that? While many might think it futile, it’s better than doing nothing.
First, a nuclear war probably won’t happen in a vacuum. Keep an eye on the news. Currently the situation between Israel and Iran, or North and South Korea, are the most likely flashpoint for a nuclear exchange. It is more likely there could be a small yield nuclear explosion by terrorists and it will probably be a ‘dirty’ bomb. That means the fallout is more dangerous than the actual explosion, as the fallout will be very radioactive. Port cities are high probability targets for a terrorist nuclear attack via being secreted inside a cargo container.
We have DEFCON levels, which are defense readiness conditions for the Armed Forces.