When a tornado is approaching from the southwest, its strongest winds are on its side?

The strongest winds of the tornado, of all of them, are always on their right side (this refers to the tornadoes on the northern hemisphere only). The tornadoes in the northern hemisphere move in a counterclockwise manner, so their strongest winds are from their right side, it is the opposite for the tornadoes on the southern hemisphere.
So your answer is - right.