Yes, as many as you like! You can store your custom dictionaries wherever you like, including network drives, and multiple users can use them at the same time. See The Spell Checker for full details on how to create and use custom dictionaries.
Check which custom dictionary you have activated for adding terms in the current project in Spelling > Configure Spell Checker in the Project tab. You can use multiple dictionaries for spell checking but you can only add new terms to one dictionary at a time.
You can download additional dictionaries directly from the spell checker configuration dialog. Select Spelling > Configure Spell Checker in the Project tab, then click on Download dictionaries... in the Dictionaries tab.
Note that main dictionaries must be saved in the Dictionaries folder in the Help+Manual program directory, otherwise Help+Manual will not be able to find them.