Here in the U.S., when the national weather service issues a severe thunderstorm warning, they always mention that if you can hear thunder, you're close enough to the storm to be struck by lightning. That seems a bit much, but it certainly doesn't hurt to be cautious.
My sister was hit by lightning a few years ago. In her kitchen. The lightning hit the ground about 400 meters from the house, traveled through the ground, and came up through the water pipes. It jumped from the kitchen faucet and hit her. Knocked her across the room and left her unconscious for a couple of minutes. When she came to, she couldn't move her legs for another 10 minutes. She spent the night in the hospital and was fine.
It's scary to think that you can take shelter and still be hit. But if you take some common-sense precautions, like staying away from anything plugged in (including telephones) or anything grounded (like water pipes), being indoors is pretty much as safe as you can get in a thunderstorm.