Here's why you don't need to download anything:
* Microsoft Word: Has spell check built in.
* Google Docs: Has spell check built in.
* Google Chrome: Has spell check built in.
* Mozilla Firefox: Has spell check built in.
* Apple Mail: Has spell check built in.
* Gmail: Has spell check built in.
If you are using a different program, it's likely that it has spell check built in as well.
If you're looking for something more advanced, you might consider a grammar checker like Grammarly, which can be used as a web browser extension or as a standalone program. However, these are not strictly necessary for basic spell checking.