The easiest way would probably be to write a custom Draw Event.
You probably have a Finite State Machine in your main loop to track what your character is doing. In your Draw Event, refer to that state machine and, if the character is in the dash state, draw an extra copy of the sprite, but offset it so that it's behind the character. Apply transparency, a special sprite, or other visual effects to make it look different from the main sprite.
Alternately, you could have the character spawning copies that it leaves behind as it moves, similar to instantiating bullets when you shoot a gun. This is less performant, so it should only be done if there's a good reason to use instances. For example, if they can damage an enemy that runs into them.
You could also use a Particle System that gets turned on when you dash, and leaves behind sprite particles as you move, then turns off when the dash is finished. This is similar to the instance option, but particles are less performance heavy, so if you don't need to interact with them, this would be the better of the two. Some people would probably say that this is the best option, but I was never any good with particle systems, so it would just be a giant headache for me.