Do you feel pain when you dream

Almost always when i dream and get hurt i feel it

sometimes i do...

when i got bite by a dog in my dream i felt a sensation on my hand (where i got "bite")...

Physiologically and psychologically speaking it will often be the case that you are actually feeling pain in your nervous system somewhere that your dream work turns into some event in your dream to 'explain' it, in a way that is not too shocking and that keeps you asleep.