i think they do
ive thought about this as well

and ive come to two conclusions
1. a person that was born blind can only dream with four senses, they cannot have visual dreams because they have never been able to visualize things.
2. a person who was born with sight but then lost it may be able to have visual dreams some of the time.

i would much rather be born blind than have my sight taken away at a later time, because the dreams would otherwise taunt me for the rest of my life.