Basic tenet of electricity - you pass a wire through a magnetic (energy) field, you generate electricity. That's how gennies work - you turn the shaft wound with wires in the presence of magnets and voila - current.
Conversely, the wire can be motionless and it can be the energy that is moving (think EMP) - same effect, current.
Then on to what Timothy said re' micro-amp currents, anything larger and the circuit fries.
As for gun safes, doubtful. They aren't typically grounded, and there are gaps around the door. These are fire safes, intended to protect the contents from high heat, not energy waves.