The next time a storm is coming your way, take a moment and feel the wind. Do you notice how the wind blows toward the storm at first (at your back), then it gets really still, and then it blows out from the storm (in your face?) This part of the storm is called an updraft, where wind is being pulled upward in all directions. Tornadoes form in another part of the storm, called the downdraft, where the wind is blowing downward. Go inside while the storm rages, but when it ends go outside and feel the wind again, so you can feel the downdraft. In this case, the wind should blow away from the storm after it passes over.
If there is enough energy in the storm, and the condintions are just right for allowing the downdraft wind to spin, you will get a tornado. The "energy" for the tornado comes from the exchange of warm air in the surface rising up, and cool air in the atmosphere falling down. The tornado is merely a case of this exchange speeding up until the winds become desctructively fast, and a big tornado needs a large amount of warm and cool air for it to feed on.
What's interesting about tornados is that they actually "burn themselves out" fairly quickly. Since tornados form by pulling more air up and pushing cool air down, there eventually comes a point when the tornado replaces much of the warm air with cool air. At that point, there is no "fuel" left for the tornado, and it dissipates.