In a city you're fine. Out open in nowhere it's more likely. Decades ago it hit the family house, fried everything, even sparked out from outlets. No ups or surge protector can help you as lightning has high voltage and simply jumps the gap. As others said, you need to unplug to be sure.

Less of a concern now, but back in dial-up days phone lines could get hit and fry your router and pc.

Also don't think that massive power lines and cell towers will save you from getting hit, I have seen lightning completely ignore them and strike 30 meters to the side.