You turn on spelling from the Edit menu (right at the bottom).
Edit: For code files, there’s always the compiler, although that won’t check comments, and won’t stop you from spelling things wrong; it’ll only stop you from spelling things inconsistently.
Reedit: In the 4 years since this was posted, the spell checker has moved a little: It is now under Edit > Format > Spelling and Grammar. Format is near, but not at the bottom.