Go in, stay in, tune in
Go indoors, close doors and windows and shut down ventilation systems if it is safe to do so. Unless there is an obvious risk to the property this will give you good short-term protection against most hazards. Do not go into a building that is on fire.
Stay indoors until you know more about the situation and the appropriate action you need to take to protect yourself further. The action you should take will be different depending on the incident; you could put yourself at more risk by not waiting for further instructions.
Tune in to local radio and television to find out more about what is happening. BBC Radio Suffolk (95.5, 95.9, 103.9 & 104.6 FM) and many other local radio stations will broadcast messages advising people of the current situation and what actions they should take.