On Windows I also use QuickAccent, now part of PowerToys. I could never remember the Alt-code for the em dash. Apparently it's Alt-0151. With QuickAccent I hold a letter and right or left arrow and up comes a menu of related symbols. It's pretty neat.
On Mac, it's option-shift-hyphen. Option-hyphen gives the en dash.
On Linux, you may be able to type Ctrl-Shift-U to get unicode entry and type 2014 and Enter. 2013 is the en dash. Again, I will never remember that.