There are times when I know a word exists for what I am trying to describe, I know the definition, but I can't remember the name of it. For example, I'm not going to say "the funny-looking tool that sailors used to look at the moon and stars and navigate at sea, similar to SEXTET." I'm going to google navigational tools until I find the one that matches the definition in my head. (It's a SEXTANT, in case you were curious.)
So, I don't use a dictionary to look up new words. Frequently, I have a full definition plus a vague impression of some letters in my brain, and I use google to find the word I'm thinking of.
I'm opposed to the use of a thesaurus, as I've come across many writers in workshop who end up using a replacement word incorrectly. Imagine that you are well-trained in fighting with a knife. Well, imagine that I give you a sword, a weapon you've never used before. Chances are, you aren't going to use it as well as you used the knife. The same goes with language. Words are your weapon. If you exchange familiar words with unfamiliar words for the sake of variety, you're not going to use the new words as effectively as the old words. It's true, you should expose yourself to new words frequently, but not through a thesaurus. You need to observe words in action, in speech, in writing, until you have such an understanding of that word it integrates itself into your casual vocabulary (not just when you're trying to sound smart).
You asked if it's right or wrong to use a dictionary or thesaurus. I can't answer that exactly. There's no right or wrong way to do it. As a writer, I firmly believe in writing what comes naturally to you, and so avoiding a thesaurus. Anything else, and you're at risk of losing your voice or worse, misusing a word in a disastrous way. If you are using a thesaurus regularly, I recommend you also look up the definitions of new words.