updated for version 10.1
The extracted directory from downloaded archive (e.g. en_US, fr_FR, etc) can be put in
/opt/kingsoft/wps-office/office6/dicts (all users) but also in
~/.kingsoft/office6/dicts (for each user).
Some dictionaries come with improper names. In each language-folder (e.g. fr_FR) the files have to be renamed so the package of each language has (at least) three files with the following names:
Review --> Spell Check --> Set Language --> Set Default
UPDATE: Ubuntu 18.04 with WPS 10.1, name and location of the dictionaries was not the decisive factor in my case: the new dictionaries would not appear in the list (under Review --> Spell Check --> Set Language --> Set Default) unless they were first added under Review --> Spell Check --> Spell Check --> Custom dictionaries --> Add.
And there added from any location without changing their names - only then resulting in them being listed as indicated initially under Review --> Spell Check --> Set Language --> Set Default.