Federated learning (FL) is widely used in privacy sensitive applications for isolated data islands, with the aim of achieving distributed model training, privacy enhancement and model sharing. Electromyographic (EMG) signals are a type of data collected from wearable sensors of subjects which are distributed on multiple devices, highly personalized and play an important role in several applications including prosthetic hand control, sign languages, grasp recognition, etc. This paper utilizes the FL method to detect single and combined finger movements based on EMG signals. The existing research on FL for wearable healthcare faces challenges of variable probability distributions of data, the need for prerequisite knowledge of server model and computational burdens in parameter transmission. To address these problems, this paper proposes a communication efficient FL framework in which each device only needs to transmit the weight matrices of local models to the server for model aggregation. To further reduce the FL transmission delay, a joint learning and resource allocation problem is formulated via optimizing transmit power of each device, time allocation, and user selection. To solve the delay minimization problem, the objective function is first converted to a tractable expression and then the difference of two convex functions programming is adopted. Simulation results using real EMG signals show that the proposed FL framework with personalized training process successfully detects single and combined finger movements for distributed users. Two public EMG datasets with 10 and 15 different finger movements are employed. Over 98% overall test accuracy is achieved in both datasets which surpasses the conventional learning framework by 1.6% and 0.5% on average. Different scenarios with regard to access points and users are investigated and the convexity of the proposed model is discussed.