The wires mostly, I believe.
When a big nuke goes off at high altitude, it displaces magnetic field lines that surround Earth. This happens very rapidly at first, then settles down over a period of minutes after.
When that big initial transient occurs, the amount of magnetic flux that links some of the long-distance stretches of transmission lines suddenly changes. This induces big voltages and currents in those lines.
There may be other effects in the RF spectrum I’m not aware of.
Thanks silverleaf and Steely Tom!
The article mentions (but does not expand upon) the use of “filters” on some portion of the grid. Since wires (transmission) are just wires I can’t see how EMP could have any direct effect on wires. This would leave generation or load as the features to be protected. I have heard of EMP protection when the context was load (commercial and residential electronics and appliances) and not really the grid at all. I’ve also read about EMP and the grid where what they were the context was operations and control.
I have yet to read of any specific part of generation or transmission vulnerabilities.