When it comes to grammar and mechanics (punctuation, spelling, and capitalization), there is no substitute for knowing the rules. However, understanding these requires a knowledge of terms pertaining to word class (a.k.a. "parts of speech," like noun, verb, or adjective) and syntax (which includes clause, subject, predicate, direct object, and so on). The good news: digital tools can help. However, you shouldn't use them as substitutes for learning the conventions of formal written English, but rather to reinforce your understanding of them.
To see why, we'll work with the sample passage below and do a head-to-head comparison of the apps. (The sentences are numbered 1-5.)
(1) The Adventure of The Speckled Band, is a Sherlock Holmes story written by Sir Arthur Conan Doyle. (2) In the story, our protagonists, Holmes and Watson help a lady in dire circumstances. (3) However Miss Stoner is not a normal damsel in distress. (4) In fact she's quite different from a stereotypical example. (5) Damsels are often incompetent, trapped with no way of helping themselves and in love with a strong male character.
Here are the passage's errors (corrected, commented, and numbered 1-7 in brackets):
(1) "The Adventure of the Speckled Band
(1). The story's title should be in quotes [error 1]. In the title, "the" should not be capitalized [error 2]. The subject (the story) should not be separated from the predicate ("is a ..."), so the comma should be deleted. [error 3]
(2). A comma should follow the parenthetical element ("Holmes and Watson"), which interrupts the flow of the sentence. [error 4]
(Sent. 3 and 4). "However" and "in fact" are introductory elements that should be set off with a comma. [errors 5] and 
(Sentence 5). There should be comma before the third element in a list ("and in love..."). [error 7]
MS Word and Google Docs
Let's start with MS Word. In the "Review" panel, click on "Editor"
Here is Word's feedback:
In other words, it caught errors  and . However, its suggested fix for sentence two (adding comma after Holmes) is wrong; the comma should go after "Watson." In other words, Word batted two-for-eight (25%).
The first time I tried the grammar checker for Google Docs, it identified the same errors. When I tried it again, for some reason it found no errors. Thus, it performs either the same as, or worse than, MS Word.
Grammarly is the most popular grammar aid. Here is its feedback:
It correctly identified errors , , and  (batting three-for-seven, or 43%). Its explanations are sound, and it also did not offer any incorrect advice. On the whole, it is superior to MS Word and Google Docs.
A web app, Scribbr, offered the following feedback:
As you can see, Scribbr caught six of seven errors (86%), only missing that the title should be in quotes. Apart from that, it has only one downside: it doesn't explain the conventions being violated.
In sum: Scribbr catches the most mistakes, while Grammarly offers the best explanations. Used as tools for proofreading and for learning the rules of grammar, they can certainly improve your writing.