Where can I set underline for spelling

I am using libra 5.4.5 and using os windows 10.

If you mean change the color, it is in Tools>Options>LibreOffice>Application Colors. Scroll down to find AutoSpellcheck

If you mean how to turn it on, read the manual.

If that doesn’t work, Tools>Automatic Spellchecking (shift F7) or Spelling (F7).