Hi, I've finally figured out how to add an additional dictionary to Sigil. Here's what I've done:
I've downloaded the necessary files from
http://hunspell.memoq.com/
Because I wanted to add a Dutch spell checker, in my case the files were:
hyph_nl_NL.zip and nl_NL.zip
Unzipping these files created hyph_nl_NL.dic, nl_NL.dic and nl_NL.aff.
I copied these three files to the Hunspell dictionaries folder, which in my case was located in C:\Program Files\Sigil\hunspell_dictionaries.
After restarting Sigil I could make nl_NL the active spell checker.
I hope this post can help other people who are struggling.