A shelter could be your home, an outbuilding, or shop that has been well-hardened against ignition, and has an adequate defensible surrounding.
A bunker is a shelter that is partially or fully underground- this is generally best for heat protection.
To maximize the likelihood of survival in a firestorm you need to be inside the shelter until the flaming front passes. That can often be just 15-20 minutes, but sometimes a firefront can turn back and reburn an area all over again. Findings from Australia's Black Saturday fires indicate suffocation and heat were the primary reasons people perished when sheltering. Smoke inhalation can be another cause of death.