If you hear the siren you're supposed to seek shelter and then tune in to find out what's going on. This is an effective way for dealing with any emergency, even outside of tornados.
Everywhere in a city, and more scattered the farther you go out.
If you ever lived in the Midwest, it's the same things that do the monthly-or-whatever tornado alert tests (and real tornado alerts).
> And who decides to blare the klaxons?
Depends on the situation. But it's not nationally controlled, so it depends on where you live. City or county or whatever
It's definitely city-level, in at least some places. I know because I was visiting a friend and heard the sirens go off. I assumed it was a tornado warning (i.e. actually serious), but it turns out that city (and only that city in the area) is dumb and blare the sirens for severe thunderstorm warnings, basically crying wolf every time.
Even in America, I can't imagine someone suing the city because they got injured during a storm, let alone winning their case and making the city pay.
The real story was someone got killed by lighting, and the city decided to "do something" so that never happened again. However, IMHO, they're going to shoot themselves in the foot because their citizens are going to be less prepared for a tornado, which could kill many more people.
Here it's mostly fire departments and town halls that have the sirens, and they are controlled by the town hall, département (one level above) and the interior ministry, so each of these level can decide to blare the sirens it is responsible for.
It basically never happens except in real bad circumstances.
Actually I said "here" but I don't live in France most of the time, and here in Belgium it's only based on the phone network now, no sirens anymore.