Do they? Do you//did you?

Yes, we do. The expression "wet dream" is desciptive of ejaculate being in a puddle on the bed upon waking. Women, unless we are sqirters, only get wet. A female's wetness is her hard on.

o.. how come the teachers doesn't tells us the girls that girls also have wet dreams but only tells the guys?

The teacher is referring to semen ending up unexpectedly on the bed. Erotic dreams, with and without orgasm happen to all people, male or female.