If you do not want to or if you cannot use the OnlineUpdate, you can manually import a dictionary file. Choose the option "Import dictionary file..." in the extras menu and follow these steps:
1st step: Choose a dictionary file
Click on the button "Browse..." to select a downloaded dictionary file.
2nd step: Create a backup (optional)
With the option "Create a backup of the current dictionary", you can create a backup which can be restored afterwards, for example if an error occured. Unselect the option, if you do not want to create a backup.
3rd step: Start the Importation
Finally, click on the button "Import" to start the process.