You don't have to attack with the creature with dash unless another ability says you do.

If you pay the dash cost to cast a creature spell, that card will be returned to its owner's hand only if it's still on the battlefield when its triggered ability resolves. If it dies or goes to another zone before then, it will stay where it is.

If a creature enters the battlefield as a copy of or becomes a copy of a creature whose dash cost was paid, the copy won't have haste and won't be returned to its owner's hand.