The following information is from the Get Prepared site of the Government of Canada.
For more info on tornadoes
Environment Canada - Tornadoes
Fujita Scale - Rating the severity of tornadoes
Tornadoes are relatively common in Canada, but only in specific regions: southern Alberta; Manitoba and Saskatchewan; southern Ontario; southern Quebec; the interior of British Columbia; and western New Brunswick. Tornado season extends from April to September with peak months in June and July, but they can occur at any time of year.
Warning signs include:
If you are in a house
If you live on a farm
If you are in an office or apartment building
If you are in a gymnasium, church or auditorium
Avoid cars and mobile homes
If you are driving
In all cases