If you’re editing a script that contains a tell block targeting an application, you can quickly open that application’s dictionary window.
Select anywhere inside the tell block targeting the application whose dictionary you want to open. (This is to put your selection into the desired tell context.) Then choose File > Open XXX Dictionary, where “XXX” will be the name of the application. (The command-key shortcut will come in very handy here.)
Alternatively, choose Open XXX Dictionary from the contextual menu.