If you make an em dash on Word, your readers will definitely end up seeing ―" on a line all by its lonesome. This is because if Word can't fit the whole thing in the line, it treats the ―" as a separate word, and moves it down to the next line. This of course looks terrible. You might not see it in your manuscript, but everyone's devices are different sizes, so guaranteed it will happen.
When I need an em dash I use the horizontal bar. It looks almost exactly like an em dash, but, it has sticky ends. That is, it will not allow your readers' devices to separate the ―" from the word you've attached it to. Instead, if Word can't fit the entire word―" on the line, Word will send the entire word―" onto the next line, not just the ―" . Looks way better than a line with just ―" on it.
Word > click where you want the em dash to be > Insert > Symbols > use symbol 2015 > Insert > thereafter just copy paste it in when you need it.