Assuming you are running on Windows, you can use the Charmap,exe application that comes with the OS. I can't live without it! You can click on any of the characters in the Charmap app, click Select, and then click Copy, and the selected characters will be on your clipboard to paste elsewhere.
Open it up, and you will see in the top row that the character at position 002D is the normal 'hyphen-minus'. A few rows down and a little to the left, you will see that the 'soft hyphen' is at 00AD. If you scroll down ten or eleven pages, though, you will find several more characters at 2012 ('figure dash'), 2013 ('en dash', and 2014 ('em dash'), not to mention 2015 ('horizontal bar'). You're going to need to figure out which one(s) you need.
You also might find the 'All Unicode Characters' database I created several years ago useful. It's posted on OpenNTF, here: http://openntf.org/Projects/codebin/codebin.nsf/CodeByDate/CE6B55B6B4A04A6E862576E10008B911