The conductor used in electro magnetic coils is called magnet wire. It has a varnish coating that is used as an insulation to keep the coils of wire from shorting out against each other. This same type of wire is used in motor windings.
Without the insulation on the conductor the coil would not work. It would short circuit at the point where the voltage was applied to the coil. As the current takes the path of least resistance it would short circuit at the two connection points of the coil and trip the circuit breaker or fuse disconnecting the circuit from the voltage supply.
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