There's only been one EF4 tornado in Wyoming history and it happened in the summer of 1987. It was a rare monster high-altitude tornado that carved a path of damage from the Teton Wilderness through Yellowstone National Park.
The snow is going to fall and the weather is going to be cold, that's just how it is in Wyoming. Make sure you're taking care of your back while shoveling.
We do see the occasional tornado in Wyoming, but very few of us will see one like a famous storm chaser who just shared video from inside a twister that hit Wyoming many years ago.