A radiation threat, commonly referred to as a "dirty bomb" or "radiological dispersion device (RDD)", is the use of common explosives to spread radioactive materials over a targeted area. It is not a nuclear blast. The force of the explosion and radioactive contamination will be more localized. While the blast will be immediately obvious, the presence of radiation will not be clearly defined until trained personnel with specialized equipment are on the scene. As with any radiation, you want to try to limit exposure. It is important to avoid breathing radiological dust that may be released in the air.
For more information about Sheltering In Place during a radiation emergency, please see: