Outlook Express does not have its own spell checker, it uses the spell checker associated with other installed software. This is from OE Help:-
To check the spelling in messages
Outlook Express uses the spelling checker provided with the following Microsoft Office programs: Microsoft Word, Microsoft Excel, and Microsoft PowerPoint. If you do not have one of these programs installed, the Spelling command is not available.
In the New Message window, click Spelling on the toolbar, or on the Tools menu, click Spelling.
Note
To customize the way your spelling checker works, on the Tools menu, click Options, and then select the Spelling tab.