Support for WPF 4.0 user dictionaries is still pretty weak. You can create a custom dictionary as a text file with the .lex extension and manually add words to it that the spell checker will use in addition to its own built-in dictionary. Details in this MSDN article and blog post here .
But the user cannot add an unrecognized word to the dictionary without leaving the application, opening the .lex file in Notepad and typing it. In other words, there is no “Add to Dictionary” word in the context menu of the spellchecker, even if a custom dictionary is used. Custom dictionaries are useful, I believe, for technical fields with well-defined terminology that can be pre-configured in the .lex file. But spell checking WPF is pretty weak as a general-purpose spell checker.