If we are talking about dreams they just appear when you sleep starting in puberty, same as for boys. If you mean wet dreams as the guys have nightly ejaculations, women have orgasms in their dreams but not orgasms that squirt.
"It means they have their period while they sleep." This answer is completely wrong, a female wet dream has nothing to do with their period, the female wet dream is like the male wet dream, It's an...