A storm shelter is a place where colonists can take refuge from a solar flare. The main settlement will be well shielded, so it in itself will be a storm shelter. However, manned rovers, railroad cars, airships and landers will need emergency shielding if a solar flare occurs.
Early warning satellites are in place for the Earth, as a strong solar storm can be damaging to the technological and power infrastructure. These would also be used to warn Mars of a solar storm.
Strong localized magnetic fields have been shown to offer significant shielding from radiation. Such shields could be made portable for use on vehicles.