It's interesting to see people gripe about not educating themselves about what to do in severe weather.
If you choose not to educate yourself then really it is your stupidity when disaster strikes. The basic (simple) rule should be if you are in doubt seek shelter.
If you can access the internet (on a phone or computer) our weather sites update with watches & warnings as soon as Environment Canada issues them.
Bookmark-
https://www.theweathernetwork.com/ca/alerts and/or
http://weather.gc.ca/city/pages/mb-52_metric_e.html
Now any alert like a siren would probably be based on the EC warning, which would be delayed & probably be too late to be of much help.
If you can access twitter follow the #MBstorm hashtag.
Bookmark-
https://twitter.com/hashtag/mbstorm?src=hash
Many trained storm chasers post in real time on this tag, and many regular folk do as well. Their posts frequently trigger the Tornado Warnings because they are the eyes & ears on the ground. This buys you some time.
If you can access Facebook the Manitoba Tornado Watch page posts VERY fast when weather is bad. They post watches/warnings minutes before they are generated elsewhere. They tend to be first for official warnings.
Bookmark-
https://www.facebook.com/ManitobaTornado/
Radar can be viewed here:
Bookmark-
https://www.wunderground.com/radar/radblast.asp?ID=MBX®ion=a3&lat=49.91999817&lon=-99.94999695&label=Brandon%2c%20Manitoba
AND/OR
http://weather.gc.ca/radar/index_e.html?id=xfw
Please take the time to educate yourself with the links others have provided. Great info on how to stay safe and prepare for when disaster strikes!