GREP stands for Genearlised Regular Expression Parser
Or to put it in plain English – it means it finds patterns of text.
A character or paragraph style can only apply a specific style – like bold, italic, point size, leading, horizontal/vertcial scales etc.
So you could do a GREP style to find all hyphens and then horizontally scale the hyphen to make it look like a En Dash – but it wouldn't be right.
But a GREP style would not be able to replace any text with anything else.
What you could do is create a GREP style to give the Hyphen a highlight style so that they are easily visible on each page and you can adjust each by hand to make then En Dashes.
BUT:
If you use Find/Replace you can find a pattern of text – that is a hyphen and then replace it with an En Dash
InDesign comes prebuilt with GREP exactly for Finding/Changing this.
Usually I input all the text and then use GREP to find all dashes and change to en dash.
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