The main risk is from ash. The further you are from the center, the less ash you get. This map from a computer simulation gives an idea of one possible outcome:

You’d get 1–3 millimeters thickness of ash right out to New York, which is enough to “reduce traction on roads and runways, short out electrical transformers and cause respiratory problems”. There would be centimeters of thickness over much of the mid west, enough to disrupt crops and livestock, especially if it happened at critical time in the growing season. and a meter of thickness out to quite a distance. The worst affected in their list of cites is Billings, population 109,000, which their model predicted would get an estimated 1.03 to 1.8 meters thickness of ash.

So, you want to avoid the dust. After that, the main risk is from crop damage then - and longer term it can cause a reduction in global temperatures by up to 10 C for a decade, which is a lot. Also jets would be grounded, for some time, until the dust settles.

But it’s far more likely to be an ordinary eruption. There have been 80 non explosive eruptions in the 640,000 years since the last supervolcano eruption. So that’s the most likely eruption by far. The last 20 of those were mainly lava flows. An eruption like that would disrupt activities in the Yellowstone national park itself, but it’s likely to lead to few deaths and would not be catastrophic.

It’s also possible that it’s ended its supervolcano phase. It has three known supervolcano eruptions, 2.1 million years ago, 1.2 million years ago and 640,000 years ago. It’s possible that the last one was its last one ever.

Also if it does go supervolcano they expect to have from weeks to months of warning of it. It must be one of the most closely monitored volcanic sites in the world. In the weeks leading up to the eruption I’m sure there would be lots of advice about what to do and probably they would clear the national park too.

See also my What really happens if Yellowstone erupts as a supervolcano, or if some other supervolcano erupts?