Yes. Most ordinary sleepwalkers are not necessarily acting out dreams. Some sleepwalking and other actions during sleep are part of a condition called “REM sleep behavior disorder,” or RBD or RSBD. Sufferers of this condition may be physically active while having vivid dreams. http://www.visionaryliving.com/articles/dreamfaqs.html

I dunno about all people or even some people but I do know at least one person did sleepwalk and dream at the same time, tho is possible the dream came immediatly before the walking. The dreams often had a connection to do with what he was doing while sound asleep. It's become a part of family lore. One of my cousins sleepwalked, sleptwalk, slept walked... Start at the other end... My cousin dreamed... dremt. My cousin sometimes used to dream that he was getting out of bed, walking down the hall, opening the door, and going to the restroom. While having this dream he would, while sound asleep, get up, walk down the hall, open the door, and go to the restroom. Only thing was, the door he was actually opening was the door to the refrigerator. He got stopped several times, pajamas around his ankles, standing in front of the open door, just in time, sometimes he didn't, sometimes they'd wake up in the morning and find the icebox wide open and well... eventually my uncle had to put a hasp and catch on the refrigerator. When they came to visit, my dad would put some chairs in front of our refrigerator. My cousin eventually outgrew it, I think, does this pastrami smell OK to you?

Yes they are dreaming while there walking. why else would they be walking if there not dreaming. duh