Double hyphens do the work of em and en dashes, but the same way a piece of rope works as a belt or a door plus two sawhorses makes a table.
You aren't stuck with double hyphens. MS Word will be pleased to insert a far more stylish em or en dash if you ask it to. These live at Insert/Symbols. You may need to dig deeper: More Symbols/Special Characters. I generally use an en dash (the width of the letter N, a bit shorter than the em dash).
Instead of digging through menus to find this symbol every time you need it, you can tell MS Word to substitute a dash when you type a double hyphen. MS Word treats "waht" as a typo and changes it to "what". It can do the same for "--".
First, get yourself a dash. Open up MS Word, find Symbols, and insert a dash so that you can see it on the page. Then highlight it and copy it so that it is stored in the buffer.
Next, find AutoCorrect Options. Use Help if you can't find it under Word Options.
In AutoCorrect, look for a small empty box labeled Replace. Type -- (two hyphens) in that box. Next to it is a box labeled With. Click in that box and Paste the dash into it. Back out by clicking OK.
Now test it and see if it works. Let me know if you can't get this to cooperate.
We are experts at dashes.