"The Frady Room"

I love my college roomie to death. He's a Nebraskan by birth, taught and coached in Iowa, then became a stock broker and moved to Oklahoma a quarter century ago. He's not a "goober" but when in Rome--------------.
Last night I was perusing the news and saw the tremendous amount of tornadoes that had touched down in Oklahoma. Not exactly being an expert on big storms I was concerned for the well-being of his family and what it's like to live where he does.
Just last year, or was it two years ago, Picher, Oklahoma, three miles from his town, was completely wiped out by a tornado.
I asked him if he had a basement and if not what they did to keep safe when dark clouds appeared. "Aw, we just go next door to our neighbors and get in the frady room", he said. I guess if you're in the midst of it 200 times a year it doesn't seem quite so bad. I only want to know what a "frady room" looks like.