Gyrokinetic simulations of electromagnetic turbulence in magnetically confined torus plasmas including tokamak and heliotron/stellarator are reviewed. Numerical simulation of turbulence in finite beta plasmas is an important task for predicting the performance of fusion reactors and a great challenge in computational science due to multiple spatio-temporal scales related to electromagnetic ion and electron dynamics. The simulation becomes further challenging in non-axisymmetric plasmas. In finite beta plasmas, magnetic perturbation appears and influences some key mechanisms of turbulent transport, which include linear instability and zonal flow production. Linear analysis shows that the ion-temperature gradient (ITG) instability, which is essentially an electrostatic instability, is unstable at low beta and its growth rate is reduced by magnetic field line bending at finite beta. On the other hand, the kinetic ballooning mode (KBM), which is an electromagnetic instability, is destabilized at high beta. In addition, trapped electron modes (TEMs), electron temperature gradient (ETG) modes, and micro-tearing modes (MTMs) can be destabilized. These instabilities are classified into two categories: ballooning parity and tearing parity modes. These parities are mixed by nonlinear interactions, so that, for instance, the ITG mode excites tearing parity modes. In the nonlinear evolution, the zonal flow shear acts to regulate the ITG driven turbulence at low beta. On the other hand, at finite beta, interplay between the turbulence and zonal flows becomes complicated because the production of zonal flow is influenced by the finite beta effects. When the zonal flows are too weak, turbulence continues to grow beyond a physically relevant level of saturation in finite-beta tokamaks. Nonlinear mode coupling to stable modes can play a role in the saturation of finite beta ITG mode and KBM. Since there is a quadratic conserved quantity, evaluating nonlinear transfer of the conserved quantity from unstable modes to stable modes is useful for understanding the saturation mechanism of turbulence.