EMP works a little different. It doesn't emit energy in a frequency in the sense that WiFi uses a frequency.
A changing electric field creates a magnetic field, and a changing magnetic field creates an electrical field. An electrical field makes charged particles move, and electrons move very easily in metal wire, so we get measurable current flow. This is ultimately the principle behind how generators work.

What an EMP does is basically turn any conductive material it hits into part of a very short lived generator. The bigger the conductor, the bigger the current. If something is big enough, it can generate enough current to damage itself, depending on how big or fragile it is.

A lot of small electronics have antenna, but they're very small, so they don't generate much current. If that current would be enough to overcome the voltage protection the devices have to protect against the voltage surge from nearby lightning or the like is beyond me.