Yup, it's pretty common training in America these days.

First, try to run. Just get out via whichever exit is in the opposite direction of the gunshots. But running isn't always an option. Maybe there are multiple shooters, or you're in an area without a second exit. Pretty common in schools, where each classroom only has one door. So you fall back to the second option:

Hide. Fortify your position if possible. Lock and barricade doors, shut off lights, and find somewhere to hide. You want to make yourself an unattractive target, because mass shooters are looking for easy targets. They want to hit as many people as possible, so they aren't going to waste time searching potentially empty rooms and forcing their way past furniture barricades for what could turn out to be only one or two people. You don't even unlock the door for the police, because it could be a shooter in disguise. If the cops are there, they'll have a master key for the building and will be able to unlock it themselves. But if the shooter does manage to get into your hiding area, that's when you fall back to option three:

Fight. While hiding and barricading, you're also looking for improvised weapons. A broken chair leg, a flagpole with a point on the end to use as a spear, a fire extinguisher to blind and bludgeon, etc... You quietly plan with the others in your hiding area, because you all need to be on the same page: If the shooter is determined to get into your room, every single person in that room needs to be prepared to kill the shooter. It's kill or be killed. Everyone needs to swarm the shooter, don't give them a chance to shoot you one at a time. If five people fight, one or two people may get shot before the shooter is killed. If everyone just freezes, the shooter will kill all five of you. So you all hit the shooter hard, you hit them fast, and you don't stop until they're completely incapacitated.