Exploding a battery is not going to generate anything more than a tiny EMP (if any at all).
Real EMP generators generate electromagnetic energy, (basically radio waves or microwaves), that are high energy and focused. There are machines that do this, they work the same way as very strong radio transmitters.
A quick google showed several people who give instructions... I have no way of knowing after a quick glance which ones might work. I will caution that some of them (including one that involves taking apart a microwave oven) are quite dangerous. I wouldn't recommend you try them if you care about your eyes, or your life.
There are natural sources of EMPs powerful enough to destroy electronics including solar flares.