I just use the built-in AppleSpell, no need to configure anything, it's available by a control-click, or a right click if you have a 2-button scroll mouse. Right-click after selecting a suspect word shows a list of possible correct spellings. If correct (for you) just click on learn, and that adds to custom dictionary. I think the internal dictionary might be a little rudimentary, but works well for my needs whenever I try it. You can also go to the Edit menu on most applications, choose spelling, and select Check Spelling As You Type. If that is not available, then the internal spell checking is just not available to that application.
Type in 'spell checking' in Apple Help, which gives you information about using the built-in spell check.