Open the Dictionary app (from Launchpad, I think it is by default in the 'Other' folder) and go into 'Preferences' from the menu bar. You'll be presented with a list of available dictionaries. Those that are ticked will be consulted when performing lookups with a three-finger tap, Spotlight and from the Dictionary app itself. They will also be displayed as options in the dictionary widget on the Dashboard. You can also drag to re-order the dictionaries, which will determine the order in which results are displayed when performing lookups.
Unfortunately, the selection of dictionaries is pretty limited. There are dictionaries and thesauri for both British and American English, as well as dictionaries for Spanish, Chinese, Japanese, and more recently, French and Germany. Note that there is also an option for Wikipedia, which will query the website for information and then display a snippet of information within the lookup, which can then be clicked to navigate to the web page on Wikipedia itself.
Whilst the selection of languages is at the moment limited, I am expecting this to increase in the future. I think that French and German were added with the release of Mountain Lion, so it's something that Apple are still developing and expanding, and as features like Dictation and Siri are made available in other languages I anticipate that accompanying dictionaries will also be released. I'm English, so my mother-tongue is British English (and so I like the fact that I can choose to prioritise my native dialect above the American one), but I also speak Italian, which is, for example, now available as a language for dictation, and has a spell-checking dictionary. There is obviously therefore an Italian dictionary within the OS, so seems like a natural and fairly easy progression for it be made available within the Dictionary app.
As an aside, the OS is able to detect when you're switching from one language to another whilst typing, and changes the spell-checking dictionary accordingly. I also love the fact that all of this stuff is system-wide. People have been doing much to decry recent iterations of OS X (and iOS), complaining that no useful features are being added. Whilst things like this don't get much limelight, they are being added and are under active development, and I for one find them tremendously useful across most of the tasks for which I use computers.
EDIT: if the OP ever sees this, he will likely be disappointed to learn that although he has access to a French dictionary, there is currently no Hebrew option. I understand (but have not tried) that it is possible to add system dictionaries, and I remember that, when reading about the topic, it didn't appear overly difficult. Methods for doing so are easily found on Google.