What were their survival tactics?
Did they have detection methods?
Did they share these with Europeans?
This was previously asked.
The two top top-level comments:
There is the account of Iseeo, a Kiowa informant to the anthropologist James Mooney. The Kiowa called tornadoes Mánkayía. Mánkayía was a great medicine horse, or a horse-like spirit.
Here is an excerpt from Iseeo's account. Iseeo was a member of a war party returning from a raid against the Utes, when they encountered a tornado near the Washita River in Oklahoma.
Suddenly, the leader of the party shouted for the men to dismount and prepare for a hard rain. Soon, too, with the approaching cloud, lseeo recalled hearing a -roar that sounded like buffalo in the rutting season. Sloping down from the cloud a sleeve appeared, its center red; from this lightning shot out. The tremendous funnel tore through the timber bordering the Washita. heaving trees into the air.
Some of the young men wanted to run away, but the older, more experienced Kiowas knew what must be done. They called for everyone to try hard and brace themselves. The elders drew their pipes from saddlebags and lit them. They raised their pipes to the storm spirit, entreating it to smoke, and to go around them. The cloud heard their prayers, lseeo explained, and passed by. This group, at least, tried to make peace with Mánkayía so that they could escape unharmed. You can read more of the account (last page, PDF) here, and the whole article is certainly interesting.[1]
The source is Mankaya and the Kiowa Indians: Survival, Myth and the Tornado. By Michael Marchand. pg. 19 Heritage of the Great Plains, VOL. XXVI, #2 SUMMER 1993 Emporia State University.
and
http://www.native-languages.org/legends-tornado.htm If these stories are accurate, then it seems they were seen, by some tribes listed, as powerful, but not intending to harm. If one held their ground and survived then they were seen as more powerful. Still looking around for more info.
Although I would recommend reading more than those two. Very informative thread.
This question comes up surprisingly often; you may be interested in our FAQ section on How did earlier civilisations deal with hurricanes and tornadoes?