Since names can have multiple spellings that are pronounced the same, it is impossible to spell check names using a word processor or online service. However, baby name websites can help narrow the list of popular spellings to give you a rough idea of how the name might be spelled.
Most people will not find it rude to ask how their name is spelled. They are more likely to consider this considerate and appreciate the time taken for their sake. If using someone's name in an official document or a published article, it is extremely important to spell their name properly.