How can you make an EMP?

Electromagnetic pulse? Move a wire carrying current, and you will create a electromagnetic wave, and it can be formatted into a pulse.

Perhaps you mean one powerful enough to burn out all electronic devices nearby? You need a nuclear bomb to do that, usually.

Non-nuclear electromagnetic pulse (NNEMP) is an electromagnetic pulse generated without use of nuclear weapons. There are a number of devices to achieve this objective, ranging from a large low-inductance capacitor bank discharged into a single-loop antenna or a microwave generator to an explosively pumped flux compression generator. To achieve the frequency characteristics of the pulse needed for optimal coupling into the target, wave-shaping circuits and/or microwave generators are added between the pulse source and the antenna. A vacuum tube particularly suitable for microwave conversion of high energy pulses is the vircator.

NNEMP generators can be carried as a payload of bombs and cruise missiles, allowing construction of electromagnetic bombs with diminished mechanical, thermal and ionizing radiation effects and without the political consequences of deploying nuclear weapons.

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electro magnetic pulse is generally resonated either by a neutron bomb (not sure) or after a nuclear blast, however i would not bother creating one due to the fact that it is highly illegal and will result in property damage depending where it is used.

http://www.youtube.com/watch?v=Fvu08Y9XJ0U

http://www.youtube.com/watch?v=0odJKYTzXg8&feature...

Two videos you might like seeing billrussell42 already answered your question.