This shows up in other threads however it is relevant to version 4.0.4.2, and may work for earlier versions. It assumes you are running Windows 7 64 or 32 bit.
Make sure Libre Office is closed. In Windows Explorer go to your user account in the left pane. If there isn’t one then the following may show up in the Administrators account. To find the profile navigate to AppData > Roaming > Libre Office. There should be a list of sub folders starting with 4. Delete all sub folders below Libre Office. Close Windows Explorer. Open Libre office and it re-creates the profile just deleted. The spellchecker should now work assuming the settings in Options are set correctly for the required language.
Seems to be a bug in the install routine in that the chosen language of the download file isn’t picked up, or if it is then it is ignored.