Depending on your circumstances and the nature of the attack, the first important decision is whether you stay put or get away. You should understand and plan for both possibilities. Use common sense and available information, including what you are learning here, to determine if there is immediate danger.
In any emergency, local authorities may or may not immediately be able to provide information on what is happening and what you should do. However, you should monitor TV or radio news reports for information or official instructions as they become available. If you're specifically told to evacuate or seek medical treatment, do so immediately.