UPDATE in July 2018: If you are on Windows 10, you can get auto-correct feature for any program by turning on auto-correct misspelled words feature. Tiny Spell alerts you when you misspell a word and offers suggestions as well.
In addition to that, tinySpell service is available when you’re renaming a file and searching for a file using Windows Explorer search. TinySpell is a free program (paid version is also available with more features) designed to help you get spell check feature in all Windows applications, including WordPad and Notepad.