EMP shield? First you have to decide what it is that you’d like to protect from a magnetic pulse. Big? Little? First, look up “Faraday Cage” to get a hint of the basics. Then think “lightning rod.”
Protecting something outside might first require building a tall pole with heavy wire to the ground. Then building a box around it strong enough to support a wire mesh cage, also grounded.
When you decide what to protect get back to us with the rest of your questions. There are knowledgeable folks hereabouts.
Like Snowybear, our outside generator.