Phrases with potential grammar issues appear with a double-underline. The steps are essentially the same on Windows and the Mac. If automatic spell checking is turned on - which it should be by default - it's easy to accept and reject misspelled words and see potential grammar problems.
Word can perform in-line spell checks automatically, but if you prefer to disable the feature or want a more comprehensive view, it's possible to check spelling and grammar manually across a document as well.
Microsoft Word's ability to check spelling and grammar can be a professional lifesaver, informing you about embarrassing errors before you share the document with others.