There are several types of EMP. The one that people worry about, that goes over a long distances, is the HEMP, or High-Altitude EMP. It is caused by a nuclear weapon essentially detonating in the upper atmosphere, and caused by interactions between the radiation from the bomb and the upper atmosphere itself. The easiest way to think about this is that a nuke detonated in outer space has far more of its energy stay as radiation (and not turn into blast and heat by interacting with the atmosphere), and that radiation is used to "charge up" a layer of the atmosphere in a way that results in the EMP. The physics of this is complicated.

Nukes detonated in the atmosphere also produce an EMP effect, but the high-intensity range of it is pretty limited. Limited to the point that if you have something that can be damaged in that range, it probably is close enough to the other effects to be damaged anyway. So it is less "special" in this way, and would just be part of the general damage you'd have of a place that gets nuked. It is not widespread like the HEMP.