Let's go to the video and see how buildings fare when a nuke strikes.
A basement or even a root cellar (if far enough away from the epicenter) may afford protection from the wind. Stay low until the wind recedes in the opposite direction.
I’m told that, far enough away, even a picket fence can provide partial protection from air-blown radioactive particulates. But a complete wooden fence is preferable, since the picket fence would allow a “picket-fence” injury pattern on your skin. But then a complete fence could get blown down if the wind is still strong enough, I suppose.