KUALA LUMPUR, March 4 -- All Malaysians in the United Arab Emirates (UAE) have been urged to follow instructions issued by local authorities, including heeding emergency sirens and seeking immediate shelter, as failure to comply could result in legal action.

In a posting on its Facebook page, the Malaysian Embassy in Abu Dhabi shared a poster issued by the UAE Interior Ministry titled "What to Do When You Hear a Warning Alert."

The ministry noted that some members of the public leave their homes or places of residence, or even stop their cars to record videos when an alert is issued.

"The warning is issued for your safety. You must comply by heading to a safe place and taking shelter there until an 'all clear' alert is issued for the a...