Wormholes are theoretical physics abstractions imagined by physicists as an interesting result of current theories of the Universe. Theoretically, by sufficiently bending spacetime, one could join up two widely separated points by "folding" space between them, thus creating a link or wormhole between the two points. The difficulty is that these pathways require exotic forms of matter to keep them open with reasonable dimensions; ie matter with negative mass. Without neg-matter, a stable wormhole of usable size cannot be maintained.
Nothing to do with electromagnetism.