If an incident occurs, the authorities alert the affected population by means of sirens sounding the general alarm signal. This alarm means that you must listen to the radio, follow the instructions issued by the authorities and inform your neighbours. The authorities use radio (and other media) to inform the population and issue instructions about what people should do.
It is not necessary to take iodine tablets immediately. Radioactivity is measured over a very wide area and the authorities only instruct the population to take iodine tablets in municipalities that are likely to be affected by radioactivity.
You can find further information about alarm situations here.
You should note that a siren test is carried out once a year – on the first Wednesday in February. This is a good time to check whether you have enough iodine tablets at home.