em dash and en dash

Hyphen (-)

En dash (–)

Em dash (—)

I showed the hyphen so you could see the difference in the sizes.

The en dash usually replaces "to" between numbers. 

• Please join us on Saturday, 1:00–4:00, to celebrate our son's birthday.  But you wouldn't write, Please join us on Saturday from 1:00–4:00.  If from precedes the numbers, you need to write to between the numbers.
• The New York Giants beat the New England Patriots, 20–17.  : (

The em dash can be used in place of a colon, commas, and parentheses.

• I have two pets—a dog and a cat. --> Dash used in place of a colon.
• My two pets—a dog and a cat—are quite rambunctious.  --> You could replace the dashes with commas or parentheses.

I use an em dash to indicate that a speaker has been interrupted.

• "I was going to tell you that—" 

The em dash can be used to signify an abrupt change in thought, as well.

• "I was going to tell you that—hold on, someone is at the door."

I am not aware of either usage, and the prefixes don't even seem to be words.  For all I know, these are HTML codes.

Update:  The shorter of the two are usually used in dates and the longer are used similarly to colons or to show there is a break in thought.

There are several types of dashes used in writing, and they are not the same as a hyphen. The two most common are the ‘en dash’ and the ‘em dash’. Use an en dash where you would otherwise use ‘to.’ (ex. 1999-2009). An em dashes may replace commas, semicolons, colons, and parentheses to indicate added emphasis, an interruption, or an abrupt change of thought. Use em dashes sparingly in Formal Writing. Additionally, never surround em dashes with spaces—seriously—that is always incorrect! http://www.grammarbook.com/punctuation/dashes.asp

The terms em-dash and en-dash derive from typography. For any typeface, an em-dash has the same character width as a capital "M" -- hence the name. (The capital M has the widest character width of any glyph in the typeface.)  The en-dash has the same character width as the capital "N".

Jody explains the uses well.  However, the en-dash is not limited to replacing "to" between numbers. It may also be used in a similar manner between words. "The Paris–Milan train leaves at 11."