"how does the military protect their sensative electronics from EMP?"

Most military grade electronics are "hardened" both environmentally and electronically. This is why they are usually big, basic, and heavy. A GI issue GPS weighs in at several pounds for example.

Although I have a feeling it is more the equivalent of "water resistant" when it comes to EMP. You have to figure that if you are at ground zero then EMP is the least of your worries. It is only away that you have to worry about it.