When the add words section of the main window is visible (pictured to the right), press the "Spelling Off" button to turn spell checking on. After you press the button it will turn dark and the text of the button will say "Spelling On" and the red light will turn to green. To turn spelling off, press the button again.
Spell checking only occurs when you press the return, enter, or tab key. If the word/ phrase is spelled correctly, the word will be added to the list. If it is not spelled correctly, you will be presented with a dialog sheet (like the one pictured to the right) giving you your options.