We all need to remember weather demands our undivided attention, so we have to turn down the radio and minimize other distractions. Sometimes, the best driving decision you can make is to stay off the road until the weather improves.
Depending on where you are from and your previous exposure to a tornado, you may think of a tornado as simply a churning tunnel of high wind. This isn't the case. You have to consider the erratic nature of a tornado. They have a tendency to rapidly change direction. They also carry a large amount of debris making a projectile-carrying/throwing storm that is very dangerous.
The best option if a tornado approaches while you are on the road get to an indoor shelter as quickly as possible. Find a sturdy building and get to the basement or an interior room.
If you cannot reach shelter:
Get off the road as soon as possible. Leave the road completely don't just pull over to the side.
Avoid stopping under bridges and tunnels. You may have heard that this is a safe place, but these areas channel/funnel high winds, making them more dangerous than being out in the open.
Stay low. If you can safely get lower than the level of the roadway, exit your car and lie in that area, covering your head with your hands. If you can't stay in your car, secured into your seat belt, and put your head down below the window and cover with your hands or a blanket if you have one.