This paper discusses the computational challenges involved in the electromagnetic simulation of large scale thermonuclear fusion devices by means of Integral Equation methods. In particular, the drawback of the generation of large and dense matrices is addressed and a possible solution by means of data-sparse formats based on hierarchical matrices is presented. Moreover, the problem of handling multi-connected domains in relation of using such hierarchical matrices is also discussed. Finally, the practical problem of generating suitable electromagnetic CAD models and meshes is also discussed and a possible solution based on voxelization technique is presented.