That depends on the language — whereas German puts spaces around —, English afaik usually doesn’t.

Similarly, French puts spaces before and after ? ! while English and German only put spaces afterwards.

[EDIT: I originally wrote that French treats . , ! ? specially. In reality, french only treats ? and ! specially.]

Technically, there are supposed to be hair spaces around the dashes, not regular spaces. They're small enough to be sometimes confused for kerning.