I was just a bit younger (second grade). No getting under our desks that time (but duck and cover drills other days). In our case, as I remember it they sent us all home early (how did they arrange busses on such a short notice?) and I found my mom in tears when I got home.
But we were in the Eastern time zone. He was shot at 12:30 in Dallas so 1:30 in our time zone and it would have been a while until us going home could have been orchestrated. Maybe the busses came at the normal time and I’m misremembering?