First of all, EM DASH is an unicode character (just making sure you do know that).
Printing unicode characters depends on what you're printing to.
If you're printing to a Unix terminal (or an emulator), the terminal emulator is using an encoding that supports this character, and that encoding matches the compiler's execution encoding, then you can do what you just did above in your source code cout << "—";
If you're getting fuzzy undefined characters, it is possible that your terminal just doesn't support that character.
If you're in windows (where it is harder), you can do something like this (which is not portable):
#include
#include
#include
int main() {
_setmode(_fileno(stdout), _O_U16TEXT);
std::wcout << L"—";
}