An em dash is the nice long one that you insert between thoughts.
Methods for creating them vary from one word processor to another. To create them in OpenOffice.org Writer, I recommend that you use the Autocorrect window. Choose Tools > AutoCorrect, Options tab. Select both checkboxes next to Replace Dashes. (Aside from the first option in the window, this is pretty much the only selection in the Options tab that I recommend.)
How does it work? It takes two regular hyphens that you type using the keyboard and turns'em into an em dash.
So you type this, using the - key that for me is to the right of the zero and left of the = and +.

and then you type the next word (still no change, it's still two hyphens from the keyboard)

but then when you press the spacebar, the substitution happens.

At this point you can copy and paste the em dash anywhere you want, or just keep using the -- approach.
Now, if you want to type something else, like any of these things
you'll want to use the Replacement tab of the same window. I cover that info as well as another approach to longer-text shortcuts here, but here's the basic set of steps.
1. Choose Insert > Special Characters and find the symbol you want. This can take a while since there are a zillion but scroll around, change the selections in the dropdown lists at the top, and you'll find what you want. Select it in the window and click OK.
2. The symbol will appear in your Writer document. Select it and copy it.
3. Choose Tools > AutoCorrect and click the Replace tab.
4. In the left field type one or more letters that are NOT a word (i.e. you won't be typing them on their own to appear as is) and in the right field paste the symbol.
5. Click New. (The New button will then change to display the word "Replace".) The substitution will appear in the list.
6. Click OK.
7. Now in your document when you want the symbol, type the shortcut that you specified

followed by a space. When you type the space, the substitution will happen.

If it doesn't happen, choose Tools > AutoCorrect, Options tab and be sure that the Use Replacement Table option at the top of the list is marked, with both checkboxes. If it's not, mark both checkboxes and click OK. Then type your shortcut again and a space, and the substitution will work.