It varies widely depending on where you are relative to the tornado, how much rain and haze is in the area, and what else may be blocking you view. In good visibility a tornado may be visible from over 10 miles away. In the worst cases a tornado obscured by rain may not be visible until it actually hits you.
A tornado may appear pink if it is lit up by the setting or rising sun. Note that you are far more likely to see a tornado at sunset than at sunrise.
If you can see the tornado
you will see Cumulonimbus clouds before a tornado which are large, dark, anvil-shaped clouds.
It's not that you see the actually air inside a tornado, but you actually see the debris, dust, and other objects that it picks up along the way. Sometimes, however, you see the tornado because of the moist air that's inside of it, which lets you be able to see it, kind of like a visible cloud.
Usually. If you see rotation in the clouds it means a tornado may form. If you see a cone, cyclinder, or "elephant trunk" shaped cloud extending from cloud base a tornado may already be on the ground.
A tornado may appear pink if it is lit up by the setting or rising sun. Note that you are far more likely to see a tornado at sunset than at sunrise.
Seek shelter. If you can get yourself underground, that's the best place to be. Although many people assume overpasses provide a safe haven this is far from the truth; they are by far the worst place to be as a large tornado will easily suck you out. See related links for video of the infamous 1991 tornado in which a group survived a small tornado under an overpass, and a link to tornado myths.
The hardest tornado was in Texas, USA.
It is difficult to tell for certain. You may be able to eyball the distance if you can see it clearly, but that is not reliable enough to stake your personal safety on. Tornado warning will often call out the location of a tornado relative to one or two communities, which gives an idea of how far away a tornado might be. However, a warning can be several minutes old by the time you read it, which is enough time for a tornado to move a few miles.
If you can see the tornado
Yes. There are hundreds of tornado videos on YouTube.
It is safest to stay underground if you hear/see a tornado.
The average tornado lasts about 10 minutes and travels about 5 miles.
It isn't. An earthquake releases far more energy than a tornado.
A cyclone is bigger than a tornado by far, but a tornado is usually more violent.
When you see a tornado, go into a secure building or if there are none near you, huddle in a nearby ditch.
You would be far more likely to see a tornado in Kansas. Kansas as the highest number of tornadoes per square mile of any US state.