Just now I was looking for how to type an emdash on the Mac (and also, whether my intended use was actually correct). I found this great little article.
En and em dashes are often approximated by typing two or three hyphens in a row (-- or --- ). Don’t do that—it’s another typewriter habit. Use real dashes.
The shortcuts are surprisingly simple on the Mac. The hyphen is just, well, the hyphen (a.k.a. minus, next to the +/= key). An en dash is created by pressing ⌥ - (option + hyphen). An em dash is ⌥ ⇧ - (option + shift + hyphen).