Download WordWeb dictionary/thesaurus (size < 7.5 MB) and install it.
If you don't know how to edit menu setup see this. Add the following under [Edit Widget Popup Menu] & [Hotclick Popup Menu].
Item, WordWeb = Copy & Execute program, "C:\Program Files\WordWeb\wwnotray.exe"
You can spell check only one word at a time. If you have administrator privileges, install Aspell. See Spell-checking With Opera.
WordWeb spell check