Most times if the natural disaster is not gonna be a really severe natural disaster then they'll just stay where they're.
Prisons are built pretty darn strong and made to withstand severe storms and even some tornadoes so they mostly stay in the prison.
But in other cases where there might be flooding or the natural disaster is gonna be predicted as really severe the prisoners will usually be evacuated weeks before the natural disaster and transferred to another prison until the natural disaster is over and it's safe for them to be moved back to the original prison.