Questions in the event of Russian nuclear missile launch against the West. - Divisions by zero

Another day, another threat of nuclear retaliation against the West by Putin. Realistically, if Russia were to launch missiles against European capitals, how long a warning would the inhabitants get? What about North America (USA, Canada)? Does NATO have the capability of in-flight interception? Or other defense mechanisms? How deep underground is safe to protect against a modern nuclear blast? Stay safe y’all.