As for installing of additional dictionaries, please see "Installation of program and dictionaries" page.
Order in which word is searched when performing search trough all dictionaries
is the same of order in dictionaries in list of installed dictionaries.
To tune this list press 
button.
Then press right mouse button on any dictionary to move it to another location in the list.
Move most often used dictionaries to top of dictionary list.
Dialogue of additional options of Polyglossum can be opened via menu "Options" which can be invoked by pressing question mark button in upper right corner of program window
General page of dialogue
allow to choose interface language
(language of options dialogue, pop-up menus etc.),
and also set some common options
"Save window size and position when exit"
If this flag is set, next time Polyglossum will start with the same
window size and position as when exit last time.
"Change language of wordlist
when keyboard layout switched (and vice versa)"
If this flag is set,
each time keyboard layout switched while typing in Polyglossum's navigation window,
program will try to activate appropriate index of dictionary.
And vice versa:
when search language switched, program will also try to switch keyboard
layout to appropriate language.
"HotKey of the program
This option allow to set key combination
to call the dictionary from another application.
See also Calling the dictionary from other application.
It is also possible to set type of searching when HotKey pressed:
on the Program fonts page
it is possible to choose size and face of
the font which is used to display menus and alphabetical lists of dictionaries
and to choose size and face of
the font which is used to display the dictionaries.
In some cases multilingual text of dictionary cannot be displayed using single codepage (for example German-Russian dictionary), so select fonts which contain both western and cyrillic alphabets.
On User's dictionary page it is possible