|If you want to spell check a word:|
Position your cursor at the beginning of the word. Click and hold the Ctrl button to see a list of alternative spellings.
Alternately, you can click Edit --> Spelling --> Check Spelling
If you want to spell check the whole message:
Edit --> Spelling --> Check Spelling ... (with the 3 dots)
If you'd like for it to spell check as you type:
Mail --> Preferences.
In the Preferences window --> Click Composing.
Check the option "Check spelling as I type" to turn it on. Uncheck the box to turn it off.