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. 
  
 
  
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