Not only all humans, but in fact all mammals are shown to have REM sleep, which is associated with dreams. So if you think you don't dream you probably just don't remember.
People vary greatly in how much they remember of their dreams.
The perhaps most important reason why people forget their dreams is that they don't care. Western culture does not regard dreams as especially important, rather it regards getting out of the bed in time as a prevalent survival factor. This is bad in two respects as most dreams occur at the end of the sleeping cycle and are often interrupted, and the necessity of getting up fast and keeping up with the schedule occupies peoples' minds and prevents them from thinking about their dreams in the morning. Dream recall can be trained. Try to think over all what you have dreamed for some time before getting up and write it down soon afterwards.