There are a number of emergency situations where an evacuation of a building and/or classroom is not advisable, i.e. chemical release, hostile intruder, terrorist, etc. In situations such as these, the safest method to protect individuals may be to take shelter inside a building and wait for further instructions.
Sheltering-in-Place can have different reactions depending on the particular situation.
You have first-hand knowledge that there is an emergency.
You have been advised by college police to evacuate the building, or there is imminent danger in the immediate area.