A dash can be used as an informal way of joining clauses without a conjunction.
These two clauses can be written as separate sentences:
I went to the cinema today. I didn't really like the film.
They can also be joined by a conjunction:
I went to the cinema today but I didn't really like the film.
If we want to link them together as one sentence without a conjunction we can either use a semi-colon or a dash:
I went to the cinema today; I didn't really like the film.
I went to the cinema today - I didn't really like the film.
Using a semi-colon is the preferred way in formal English. However, for informal writing, such as an email to a friend, a semi-colon can look too serious so a dash is more appropriate.
Note that two independent clauses (clauses that make sense on their own) should never be joined with a comma. This is a common mistake.
I went to the cinema today, I didn't really like the film. (wrong)