In English, we usually say "You're a lucky dog!" if your friend just had an unusual piece of good luck -- if they won some money or just had something good suddenly happen to them. A conversation might sound like this: A: I was just had my short story published! B (smiling): Oh, you lucky dog! I've been trying to get published for years! And you have published before me!
The problem is that different cultures don't like being called a dog. Most of the time, it is an insult to call someone a "dog." "That girl is a dog" usually means that she's ugly. "The movie was a dog" means that it wasn't well-liked. We call a sneaky person a "sly dog", or a lazy person a "lazy dog." So there are many places where "dog" is an insult. In fact, "lucky dog" is a friendly insult -- you are calling the person lucky, but there is a hint of an insult in "dog" -- because the luck didn't happen to you, but to your friend! Be careful when you call someone a dog!