This depends on the type of accident that occured. There are major and minor accidents. On both types, the procedure is to keep calm and safe. In a minor accident, once in safe place the next thing to do is to notify the accident to qualified personal, it could be a supervisor. In a major one it's necessary to call the local emergency responders or a safety department, they are trained for this situations and will know what to do.
Be aware that each laboratory has a Laboratory Accident Response and Reporting Procedure. This is elaborated depending on the type of laboratory and material used in it.