Most internet browsers have spell check enabled by default. As long as this setting is turned on, spell check will show within Fellow. Since the desktop app is an embedded shortcut, it will also use spell check.
How to Check if Spell Check is Enabled
You can take a look at your browser's settings to see if this is turned on. This is typically found within the browser's preferences under Languages. If this is enabled, you should see misspelled words have a red line below them.