A Faraday cage will do it 100%, and that's about it.
The reason being that a EMPs creates free electron waves, similar to radio waves, that are amplified as they travel down to the surface of the earth and affect anything with enough wire to conduct it. That obviously means the power grid will act like a giant antenna and conduct a huge amount of current and voltage into your home. This is similar to a lightning strike and what this product claims to prevent. This is where the huge voltage and current come into effect, essentially a huge power surge cooking the grid and the wiring in your house. This product claims to redirect this power surge to ground and bypass all of the solid state electronics in your home. As previously commented, 5000 amps (hypothetically) will not be redirected "shunted" through 14g wire and the electronics within the brain to bypass your house. The fact that it claims to protect a car, which is essentially a closed system, is laughable. You cannot redirect that much juice short of spending much much more money on an inline system controlling a hypersensitive main breaker on your home to physically open the circuit and prevent the wave of electricity from making it through. Think of a giant surge protector placed in line before your main panel. I don't know if such a system exists, it more than likely does, but I'll never be able to afford it. And FYI even surge protectors rated for lightning strikes are not quick enough to counter an EMP.
I'm sure the military testing facility that's signed off on their claims has simply vetted the system to prove shunting ability up to a billionth of a second, or whatever they claimed. That is very reasonable and plausible in lab conditions, but in actual application on a household system it's irrelevant because you cannot redirect that large and fast of a power surge to ground without isolating the system as a whole, which this system does not, and your main breaker will be too slow.
However, the real reason I call it snake oil, is because the grid is not the only way that surge of electricity is going to affect you. As stated, that pulse travels as a wave from the blast to the surface. It doesn't only fall on the power grid, but everything within visual sight of the blast. Those same waves that are being picked up by high voltage lines and blowing up transformers and then eventually making it to your home are already making it to your home much like radio waves and your 5G cellphone service. They reach everything, through the ceiling, through the walls, even to the computer in your Tesla. And anything with enough internal wiring and solid state electronics will conduct enough of this wave to fry. The microprocessors and filament wire that make up your TV, cellphone, coffee maker, dryer, computer, Google Home, will all be susceptible - to a degree.
Because this is all "hypothetical" we won't know until it happens. Do you have a tin roof or live in a concrete building? That may help. How far away are you from the blast? How strong is the nuke that caused the EMP? All important factors. But, if you're close enough to the origin of the blast and it's large enough, because why wouldn't it be if it were an act of war, then you should expect all modern electronics to fry simply from the wave and not from the pulse accumulated through the power grid.
This doesn't apply to "dumb" electronic devices like a basic generator or your old washer/dryer with turny knobs and no computer controlling it, or some of your pre 80s cars, or even a very basic solar power system that isn't computer controlled.
I don't know what the military has implemented, but I suspect in a true weaponized EMP event a huge portion of it would also be terribly affected. Anything with microchips and mini capacitors and microfilament wire will be hugely susceptible to the wave unless it's been internally or externally shielded, which is more than likely the case in tanks and fighter jets and other field hardened tools, but probably not in many datacenters and cellphones and laptops and communication systems and other support systems. And maybe not, maybe the only stuff that will survive is that which is stored indoors and in bunkers at the time of the blast.