By default, the dash works on the left shift, or the B button on the gamepad. If you have changed the controls before, you may need to bind these buttons again through the menu.
If the dash does not work on the gamepad. You need to delete the config file, which is located:

C:\Users\YourUserName\AppData\Local\ILLWILL\Saved\Config\WindowsNoEditor\Input.ini

The game will create a new config when launched and everything will work.