I didn't find a thread or a solution about adding dictionaries for Swype on nokia n9 so i tried my luck with a simple trick. I needed Slovenian language for Swype, which is not available for n9, so i searched for a Slovenian Swype dictionary for Symbian on google. After I found it I located the folder with Swype dictionaries on n9 and simply pasted the Slovenian one in the folder. It didn't work because i couldn't see it in Swype keyboard options. After fooling around a bit I decided to simply delete the Slovak dictionary (which is there by default and i don't need it) from the Swype folder and rename the Slovenian dictionary to Slovak one and it worked. The only down side is that it has a wrong name but who cares, people mix Slovenia and Slovakia all the time anyway (laugh).

So, hope this helps someone. Here are the steps:

1. Find the (symbian) dicionary that you need somewhere, it should to be named language.zdb.le (mine was Slovenian.zdb.le)
2. Rename it to a dictionary that you are willing to sacrifice (example Slovak.zdb.le)
3. Copy it to /home/user/.swype/data and replace the old file or delete the old one first, doesn't matter

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*Update*

As the above doesn't work anymore, there's a new solution found by @SynergyX. Zelig took the time to write a short how-to. Thanks to both!