The em dash is the longest dash. It's around the width of letter "m." Em dashes usually take the place of commas or parentheses, surrounding an entire phrase.
The en dash is the middlest dash. It's around the width of the letter "n". En dashes usually go between numbers, dates, times, or scores to show ranges.
The hyphen is the shortest dash. The original greek name for hyphen means "in one." Hyphens connect two or more words when they go together as a single concept.