User-specific lexicons is optional, and spell checking will function correctly if it is not present or empty. It gets automatically created (on the first spell check of that user). Users add words in it, by clicking the Add or Add lang. button in the spelling dialog box.
You can review it in EdAdmin (Application Configuration > Client Applications > deselect all in name, and select the user in User / securityRef). Locate the SpellDict_User for the given user name and then double-click it to review it.
Exceptions for all languages appear unser the <Words> node, while language specific exceptions appear under <Words lang="xx">.
See also Adding and removing words to user-specific lexicons.