Depending where you live there will be a siren that goes off.
Every TV network will be interrupted with a message telling you an attack is imminent something like this if you live in the U.K.
You need to get into a place where there are no windows, preferably as low down as possible such as a basement.
Bring non perishable foods, batteries and a radio (batteries for radio - radio to hear about what's going on).
If you are in an area with a tub or taps, fill as many buckets or the tub with as much water as possible. When the nuke attacks the water will likely get contaminated - this will give you clean water.
If you can't do this in time, get water from the radiator after an attack - this water would've been present before the attack and therefore untainted. Similar with boiler water or water tank.
Wait for instructions on the radio for when you can leave your bunker - roughly 2 weeks but it varies.
There will be radioactive debris in the air and on the ground for years, but usually after the 2 weeks it's low enough to not cause acute radioactive sickness.
After the attack there will be emergency services like ambulances that will come and help survivors, but only after the all clear.