What makes nuclear war so complete is what they call M.A.D. mutually assured destruction. Many countries had or may still have systems that when a nuclear launch is detected they counter launch their missiles in case they don't survive.

A single nuclear missile has a blast zone of certain fatality then rings spread out to estimate the levels of destruction. After the initial blast there will be a radioactive fallout cloud that moves. That cloud will eventually dissipate. I read an article once that claimed a fallout cloud is only lethal for about 12 hours and it's best to shelter in place to avoid direct exposure. But take that as unsourced because I don't remember where I read it.

In the mid-20th century people did have fallout shelters installed on their property. It was like a tornado shelter but sealed up much better. A Brendan Frazier movie called Blast To the Past has a really neat fictional one as a set piece. If you're not in the blast zone and the other nuclear powers haven't launched all their nukes then a fallout shelter is very practical. That information is also anecdotal since I don't believe they ever actually tested it out. Somewhere there is a website that simulates a nuclear blast and the damage zones overlayed onto a map.