A Faraday cage is any grounded conductor around an object. Such as metal computer casing. Or, with little work in the building phase, the iron rods in most concrete structures. How loose the cage can be depends a bit. As the
good book tells us,
"The effectiveness of a Faraday cage or shield is dependent upon the wavelength of the electric or electromagnetic fields it is intended to shield. This explains why a microwave oven, for example, can perform such shielding from the observer peering through the metal mesh screened "window" at the front of the oven to watch the cooking process take place. The holes are sized such that the waves within the oven cannot pass through even though visible light which has a much shorter wavelength easily passes through the holes. This also explains how cell phones have improved in building performance using the higher frequencies (shorter wavelengths) of EMFs than the earlier predecessors, notwithstanding improved digital modulation algorithms in so called 3G handsets today and later standards forthcoming. Quality levels of shielding also depend upon the types of metals used in the cages as well as the thicknesses."
So if you want to be safe from an EMP, nail some metal sheets on the walls of your house. Or alternatively, maintain good relations to people with nuclear weapons.