Pauses in dialogue are shown by using an ellipse (…). In most circumstances, it will convey to the reader there was a pause in the dialogue:
“I don’t really … understand what you are saying.”
Likewise you can also use injected narrative in the dialogue by use of the EN-dash:
“I don’t really”–Peter stroked his chin for a second, staring at Margarete–“understand what you are saying.”
Understand that an EM-dash interjected in dialogue indicates an interruption. Grammar Girl shows many different versions of dialogue punctuation so spend some time on that site to learn more:
Understand that some styles of formal writing will dictate other rules, so decide on your style, learn it, and stick with it throughout your writing career.