Simply put, dreams are background processing. They are a characteristic of complex minds. In the most general sense, dreams are constantly present and are always running even though we are not aware of them. A good analogy is the night sky. The stars are always there, even during the day, but we cannot see them until the sun goes down. Similarly while we are awake there is so much activity in consciousness that it blinds us to what is happening in the background. It is only when we sleep and the sun of consciousness sets that we can become aware of dreams.
But just because dreams are happening does not mean that they are easy to perceive, and even if we do perceive them they are often difficult to remember.
Working with dreams is helpful because we can learn more about ourselves. Understanding more about what is happening in the background of our minds we can become more aware of why we think and feel the way we do, and the more we understand about these things the more tools we have for managing life and living.