Depending on whether it's a spelling or grammar error, you can choose from several options: For spelling 'errors' If Word says something is an error, you can choose not to change it. This often happens with people's names, which may not be in the dictionary. There are also times when the spelling and grammar check will say something's an error when it's actually not.
Particularly with grammar, there are many errors Word will not notice. The spelling and grammar check is not always correct.