The idea goes that the pressure inside a tornado is very low (which is true) while the pressure inside a building stays close to normal, which would lead to an enormous outward force on the walls that would produce an explosion.In reality, though, this does not happen for a number of reasons.Buildings are not airtight and air can escape them fairly rapidly, preventing any major pressure difference from building up.The pressure drop inside a tornado is not large enough to cause major damage.Even if the pressure difference was allowed to build up and become strong enough to cause damage, the windows would break and relieve the pressure before the walls or roof failed.The winds of a tornado are what cause damage. In a strong tornado these winds will tear open sections of the building and even weak tornadoes can break windows.