There is an audio warning when a nuke is placed.
- A Notification is shown above the minimap which indicates a nuke has been placed, doesn't indicate the location though.
- There is a small red dot visible to you on the main screen regardless of vision (ie. you can see it through the fog of war).
The audio warning should be enough to prompt you to look for the red dot.
The dot that pinpoints the exact location can be hard to see and you don't have much time, think about the most likely targets: your army and your workers.
You can easily move your army somewhere else just to be sure and then check on your bases starting with the base that is most likely to be hit (probably your latest expansion). Using camera hotkeys on your bases can sometimes be useful, especially in these situations, but not necessary.
Another likely target is if you have a large amount of depots grouped close together (one nuke will destroy them). Obviously you can't move them so your only defense in this case would be to not build them all close together, or to take out the ghost quickly.
With a bit of practice it gets really easy and quick to find where the nuke is going to hit and simply move your workers away.
- Usually the nuke will be placed around buildings (like in the picture) or behind probes or minerals to make it slightly harder to see.
- Be wary that you don't move your army INTO a nuke, sometimes people will nuke in a location that anticipates you retreating your army.
- Spreading out your army while idle (or after hearing the warning) could be useful
- Like in the picture your buildings/units may be red, the same color as the dot, which may make it even more difficult to spot. Playing in team colors would prevent this from being an issue.