You should open the windows in your house during a tornado or hurricane?
Not only is this wrong — it’s dangerous.
Opening a window brings in high-pressure air, which then must escape.
That’s usually out other windows or doors, or through the ceiling or roof.
Cracking the windows could even cause a house to explode. A better defense is covering openings with reinforced plywood, so air flows over (not into) the house.
— This Old House, July/Aug 2008