In the military, EMP shielded cables basically had three seperate shield wires surrounding the core. The important thing was ensuring that the ground was perfect.
Basically you surround whatever you want to protect in layers of conductive material. Then ground all of this. When a EMP pulse arrives, it is "shunted" to ground and does not overload the equipment inside.
Something to note. 1950's sytle electronics (vaccum tubes, carbon components) are not suseptible to EMP! But solid-state (chips) is!