Among the injured are two 1-year-old babies, a 2-year-old and a 3-year-old.
The Canadian coffee and doughnut chain is all but extinct in Minnesota.
The funnel appears to reach the ground in the video.
The tornado warning was issued Friday at 7:25 p.m.
At least one shot went through a bank window.
The stores in Paynesville and Mahnomen will close.