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It's better to use the hyphen(-) for the separation of words in the URL since underscore symbol is not accepted by most of the search engines.

Hypen plays a great role to separate words in url.

You can use both Hyphens or Underscores to seperate the url

To separate the words from urls, some of the points that need to keep in remember are :-

1. whenever it is possible, use the single domain and sub domain.
2.It is more better, if it is more readable by the human beings.
3. Exclude dynamic parameters when ever it is possible.
4. Shorter urls are more preferably than longer ones.
5. Remove or control punctuation charterers widely.