They’d deal with it a lot like humans in the past – if it happens, it happens. They might get forewarning from televisions or humans in the area, and if they do they might be able to hitch a ride out of there. Otherwise, they’ll deal with it as it comes. Disaster hits, pick up the pieces of their lives afterwards and then life goes on.
This does mean that if a volcano goes off close by, there’s a chance the entire civilization that lives in the area might be wiped off the map.