Wouldn't you open the windows, not close them, as the pressure wave from a nearby blast would blow in closed windows?
Details: Razvozhayev posted an air-raid alert message on social media with recommendations to close the windows, turn off the water, turn off the gas and lights and either go to shelter or hide in the house behind a load-bearing wall.
https://www.pravda.com.ua/eng/news/2023/10/30/7426331/