Tornados form in different steps. First a rotating body of air starts do the differences in wind speed at different altitudes, or better known as vertical wind sheer. Then the vertical updraft of a thunderstorm causes that horizontal rotating body of air to turn into a vertical rotating body of air giving you what is called a mesocyclone. This mesocyclone is now located in the center of the thunderstorm cloud and the tornado will come from the bottom of the mesocyclone through the bottom of the cloud. Usually tornados move from southwest to northeast or west to east in the United States because thats the general direction in which t he wind blows through the states. Around 1253 tornadoes occur in the us per year.
http://www.ncdc.noaa.gov/climate-information/extreme-events/us-tornado-climatology
Usually no tornadoes occur in Madagascar due to the fact that the temperature is consistent so there are pretty much never any warm and cold fronts colliding and mixing together.
http://www.worldtravelguide.net/madagascar/weather-climate-geography

As you can see, Madagascar only has some risk in suffering from tornadoes just because severe storms do occur on the island so it technically wouldn't be 100% impossible but just highly unlikely.
Over time tornadoes have been noticeably increasing. I think this had a big reliance on the fact that technology over the last 50 years has improved greatly so when a tornado in the middle of nowhere happens, it is know about due to the instruments that meteorologists use.
HURRICANES
In order for hurricanes to form they need warm ocean temperatures that extend deep into the ocean and corolis (so above 5° N/S). Madagascar does indeed have these things so tropical storms and hurricanes do occur often. Madagascar is located at around 20° S so there is plenty of warm and plenty of corolis. The region near the Indian Ocean and Australia (where Madagascar is near) these Hurricanes are called Cyclones. Off the coast of China and Indonesia they are called Typhoons. The ones in the Atlantic and Eastern Pacific Ocean are the ones we call Hurricanes. I have included a photo below where you can clearly see all three of these regions. In the United States, as you can also see from the photo below, hurricanes follow a "C" shape pattern. They go W then NW then N then start curving NE. This is due to the fact that the trade winds that blow to the W turn in to the westerlies that blow toward the east around that 30° mark which is where they start to curve. Hurricanes, or Cyclones, do occur in Madagascar. Usually around 11-12 named tropical storms hit the US per year.
http://www.aoml.noaa.gov/hrd/tcfaq/E11.html
Think of that then compare that to the 4 or 5 that cross over Madagascar every year. Not as many but you have to remember that the size of Madagascar is not that large. It is also unfortunate that these cyclones have been noticeable getting more intense over the years, parts of the global climate change. If you would like to learn more about Madagascar, it's climate change, and the hurricanes that affect the island the link below leads to a very informative powerpoint.
http://siteresources.worldbank.org/EXTUNITFESSD/Resources/1633787-1322594494226/Mamy-Razakanaivo.pdf
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