No. It is safe enough to use the EMW even if there is water going into the massager. It will, however, destroy it. There is a small fan at the top of the massager so the water will go into it quickly.
If you want to protect it you can put a condom on top of the silicone head and down onto the handle to make it watertight at the top. That will help a lot.
It is not safe to bring it into a bathtub or shower.