Usually the answer is, "Not a clue!"

The only times it is different is if the blue lights and gas sirens are going off instead of just the red lights and evacuation alarms.
When the gas sirens go off you need to be aware of the wind direction and which different muster points or refuge stations to head for.
You want to travel across the wind and not end up downwind of the gas.

Working underground was the same thing.

Evacuation means get out right away.
It does not mean you stand around wondering what just happened.

If a Hydrogen furnace blows up you are likely looking at a quarter mile radius of scorched earth.
If a vessel holding H2S lets go you have one of the most toxic hazards you can imagine.

After I am out of harm's way then I can be informed about why the alarms went off.
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May set off to explore without any sense of direction or how to return.