Conkeror doesn't yet have any special spellchecking commands or UI. You can enable Mozilla's spellchecker with the pref layout.spellcheckDefault.
http://kb.mozillazine.org/Layout.spellcheckDefault
Also see http://kb.mozillazine.org/Spellchecker.dictionary
Or, make sure you have emacs set up for external editing in conkeror and just use emacs' spellchecking [if supported by your system].