Don't worry...When you have to pee, you get an impulse in your brain telling you to go to the bathroom (thanks to your potty training). While you are dreaming, you are in your subconscience. So when you get that impulse in your brain while dreaming, you just go. Sometimes it feels so nice in the dream that you let go while sleeping. It's normal as long as it doesn't happen often.
Always wake up when I have the feeling of having to pee. Never wet myself but occasionally leak a drop or two in my p@nties (dampness in the crotch); always feel it and get on the toilet before it squirts out.
However, I always thought that "wet dreams" were only for guys having an ejaculation when they were sleeping (dreaming).