If you have a smartphone get an app like AccuWeather, The Weather Channel (both are free) or StormShield (cost a few dollars). All of these apps have the capability for you to input your location and send weather updated and warnings to you. We live in Oklahoma and find all of these better than a weather radio. We also use them when we travel. We have found weather radios to be less reliable due to tuning and reception.
As others have mentioned asked where the storm shelters are located in the campground. If you are on the road keep updating your location and if severe weather is approaching look for a substantial building and don't hesitate to ask if you can seek shelter there. Big box stores and others that have large open a spans are not the best shelters. Interior rooms, the smaller the better, are your best choices if there is not a designated shelter area.