Brief Answer:
Yes they do, all humans can have sexually arousing dreams

Detailed Answer:
Hello sir and welcome.

Thank you for writing to us.

I have gone through your query with diligence and would like you to know that I am here to help. Yes sir they do. Only difference being that men usually culminate with ejaculation, which is why it is called a wet dream. Whereas women can get aroused and get wet due to a stimulus to the glands in/around the genital region that cause the production of lubrication. But they do not climax (as men ejaculate), because physical stimulation is required for that to occur.

But it is still considered a wet dream, as they are aroused and get wet, minus the climax.

I hope I have explained things in a manner best understood by you. Please feel free to write back to me for any further clarifications, I would be more than happy to help.

Best wishes.

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